+330.1%
PTC vs ACGL
+337.7%
-7.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.3% |
| 7D | -0.2% | +0.9% | -1.1% | -0.6% |
| 30D | +0.8% | +13.7% | -13.0% | -3.9% |
| 3M | +32.1% | +8.0% | +24.1% | +28.4% |
| 6M | +42.6% | +13.3% | +29.3% | +36.2% |
| YTD | +12.0% | +11.8% | +0.1% | +6.9% |
| 1Y | +12.2% | +22.2% | -10.1% | +3.7% |
| 3Y | +31.2% | +32.5% | -1.3% | +15.1% |
| 5Y | +54.9% | +160.2% | -105.3% | +0.8% |
| All | +330.1% | +337.7% | -7.5% | +121.9% |
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