+2,427.5%
ACN vs PTC
+682.6%
+1,744.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +33.5% | +0.8% | +32.8% | +33.3% |
| 3M | +53.5% | +32.1% | +21.4% | +40.5% |
| 6M | +52.2% | +42.6% | +9.6% | +36.4% |
| YTD | -0.1% | +12.0% | -12.1% | -4.5% |
| 1Y | +11.0% | +12.2% | -1.1% | +6.0% |
| 3Y | -11.8% | +31.2% | -43.0% | -19.9% |
| 5Y | -22.8% | +54.9% | -77.7% | -33.2% |
| 10Y | +162.4% | +343.1% | -180.7% | +72.7% |
| All | +2,427.5% | +682.6% | +1,744.9% | +1,268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling