+226.7%
ACWI vs PTC
+224.0%
+2.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +1.7% |
| 7D | +0.5% | -10.3% | +10.8% | +3.7% |
| 30D | +0.9% | +1.1% | -0.3% | +0.2% |
| 3M | +2.4% | +1.6% | +0.8% | +0.8% |
| 6M | +12.4% | -13.5% | +25.8% | +15.9% |
| YTD | +15.2% | -19.1% | +34.2% | +20.9% |
| 1Y | +22.7% | -33.9% | +56.6% | +37.1% |
| 3Y | +75.8% | -3.9% | +79.7% | +70.2% |
| 5Y | +67.7% | +6.0% | +61.7% | +54.1% |
| All | +226.7% | +224.0% | +2.7% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling