+63.3%
PTC vs ACGL
+173.3%
-110.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +0.5% | +2.2% | -1.7% | -0.1% |
| 30D | +1.2% | +12.3% | -11.1% | -2.0% |
| 3M | +27.4% | +11.8% | +15.6% | +23.4% |
| 6M | +39.2% | +17.5% | +21.7% | +33.2% |
| YTD | +12.5% | +14.3% | -1.8% | +8.1% |
| 1Y | +12.3% | +18.2% | -5.9% | +6.9% |
| 3Y | +28.8% | +33.2% | -4.3% | +17.1% |
| All | +63.3% | +173.3% | -110.0% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling