+222.4%
PTC vs ACM
+130.7%
+91.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.7% | -5.9% |
| 7D | -10.3% | -3.7% | -6.5% | -8.7% |
| 30D | +1.1% | -11.1% | +12.2% | +6.0% |
| 3M | +1.6% | -8.0% | +9.6% | +4.5% |
| 6M | -13.5% | -29.7% | +16.2% | -0.1% |
| YTD | -19.1% | -29.4% | +10.3% | -7.3% |
| 1Y | -33.9% | -46.4% | +12.6% | -14.4% |
| 3Y | -3.9% | -22.3% | +18.4% | +3.2% |
| 5Y | +6.0% | +4.5% | +1.6% | -1.5% |
| All | +222.4% | +130.7% | +91.8% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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