+408.3%
PTC vs ACGL
+5,005.0%
-4,596.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.1% | +6.4% | -6.5% | -2.0% |
| 30D | +0.8% | +16.6% | -15.8% | -3.8% |
| 3M | +39.6% | +11.6% | +28.0% | +35.0% |
| 6M | +41.5% | +17.5% | +24.0% | +34.8% |
| YTD | +11.7% | +15.3% | -3.6% | +6.6% |
| 1Y | +2.4% | +26.3% | -23.9% | -4.9% |
| 3Y | +31.9% | +35.9% | -4.0% | +18.0% |
| 5Y | +54.5% | +168.2% | -113.7% | +10.9% |
| 10Y | +342.1% | +352.0% | -9.9% | +164.6% |
| All | +408.3% | +5,005.0% | -4,596.6% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling