+330.1%
ACWI vs PTC
+1,111.0%
-780.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | -5.8% | +0.8% | -6.6% | -6.1% |
| 3M | -5.0% | +39.6% | -44.6% | -17.6% |
| 6M | +0.7% | +41.5% | -40.8% | -14.2% |
| YTD | +8.4% | +11.7% | -3.3% | +0.1% |
| 1Y | +10.1% | +2.4% | +7.7% | +4.7% |
| 3Y | +70.8% | +31.9% | +38.8% | +44.3% |
| 5Y | +55.4% | +54.5% | +0.9% | +21.0% |
| 10Y | +223.3% | +342.1% | -118.8% | +49.4% |
| All | +330.1% | +1,111.0% | -780.8% | +4.9% |
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