+1,697.2%
ACN vs PTC
+465.8%
+1,231.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -1.7% |
| 7D | -1.5% | -10.3% | +8.7% | +1.3% |
| 30D | +9.4% | +1.1% | +8.2% | +9.0% |
| 3M | +5.6% | +1.6% | +4.0% | +5.0% |
| 6M | -9.3% | -13.5% | +4.2% | -5.9% |
| YTD | -29.0% | -19.1% | -9.9% | -25.0% |
| 1Y | -24.7% | -33.9% | +9.2% | -16.3% |
| 3Y | -39.8% | -3.9% | -35.9% | -39.8% |
| 5Y | -40.9% | +6.0% | -47.0% | -42.8% |
| 10Y | +91.1% | +223.7% | -132.6% | +38.5% |
| All | +1,697.2% | +465.8% | +1,231.5% | +975.3% |
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