+316.9%
PTC vs ACGL
+329.5%
-12.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | -1.4% | +1.9% | +1.0% |
| 30D | +0.9% | +12.4% | -11.5% | -3.4% |
| 3M | +30.4% | +11.1% | +19.3% | +25.4% |
| 6M | +34.4% | +16.3% | +18.1% | +27.1% |
| YTD | +12.6% | +13.8% | -1.2% | +6.8% |
| 1Y | +10.2% | +20.4% | -10.2% | +2.4% |
| 3Y | +29.4% | +33.6% | -4.2% | +13.2% |
| 5Y | +63.7% | +176.8% | -113.1% | +3.9% |
| 10Y | +316.9% | +324.6% | -7.7% | +115.2% |
| All | +316.9% | +329.5% | -12.6% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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