+8.7%
PTC vs ACGL
+161.8%
-153.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.6% |
| 7D | -10.3% | -0.7% | -9.5% | -10.1% |
| 30D | +1.1% | -1.0% | +2.1% | +1.4% |
| 3M | +1.6% | +11.0% | -9.4% | -1.2% |
| 6M | -13.5% | -0.3% | -13.1% | -13.5% |
| YTD | -19.1% | +2.3% | -21.3% | -19.8% |
| 1Y | -33.9% | +6.4% | -40.2% | -35.3% |
| 3Y | -3.9% | +34.0% | -37.9% | -14.3% |
| All | +8.7% | +161.8% | -153.1% | -29.1% |
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