+983.1%
PTC vs ACM
+233.3%
+749.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.2% | +5.4% | -5.6% | -2.6% |
| 30D | +0.8% | +15.1% | -14.4% | -5.5% |
| 3M | +32.1% | -10.5% | +42.6% | +37.6% |
| 6M | +42.6% | -19.7% | +62.3% | +54.6% |
| YTD | +12.0% | -28.8% | +40.8% | +27.3% |
| 1Y | +12.2% | -47.9% | +60.0% | +46.0% |
| 3Y | +31.2% | -12.4% | +43.6% | +33.5% |
| 5Y | +54.9% | +0.6% | +54.3% | +47.1% |
| 10Y | +343.1% | +161.3% | +181.9% | +154.9% |
| All | +983.1% | +233.3% | +749.8% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling