+311.9%
PTC vs ACM
+132.6%
+179.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +0.5% | +5.6% | -5.2% | -2.1% |
| 30D | +1.2% | +20.8% | -19.6% | -7.4% |
| 3M | +27.4% | +11.4% | +16.0% | +20.6% |
| 6M | +39.2% | +0.9% | +38.3% | +36.7% |
| YTD | +12.5% | -24.8% | +37.3% | +25.4% |
| 1Y | +12.3% | -46.4% | +58.7% | +46.7% |
| 3Y | +28.8% | -9.2% | +38.1% | +28.2% |
| 5Y | +60.9% | +5.0% | +55.9% | +47.9% |
| All | +311.9% | +132.6% | +179.2% | +155.4% |
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