+216.7%
ACWI vs PTC
+334.9%
-118.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -2.4% | -0.2% | -2.1% | -2.3% |
| 30D | -5.2% | +0.8% | -5.9% | -5.4% |
| 3M | -4.8% | +32.1% | -36.9% | -13.3% |
| 6M | -1.3% | +42.6% | -43.9% | -13.2% |
| YTD | +8.4% | +12.0% | -3.6% | +2.5% |
| 1Y | +11.0% | +12.2% | -1.1% | +4.8% |
| 3Y | +70.6% | +31.2% | +39.3% | +49.5% |
| 5Y | +55.3% | +54.9% | +0.4% | +26.6% |
| All | +216.7% | +334.9% | -118.2% | +87.0% |
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 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