+61.0%
PTC vs ACM
+4.1%
+56.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +0.5% | +3.0% | -2.5% | -0.9% |
| 30D | +0.9% | +19.7% | -18.8% | -7.4% |
| 3M | +30.4% | +5.3% | +25.1% | +26.5% |
| 6M | +34.4% | -10.8% | +45.2% | +39.6% |
| YTD | +12.6% | -25.1% | +37.7% | +26.6% |
| 1Y | +10.2% | -45.8% | +56.0% | +47.2% |
| 3Y | +29.4% | -9.4% | +38.7% | +24.8% |
| All | +61.0% | +4.1% | +56.9% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling