+44.0%
EAT vs PTC
-33.3%
+77.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +0.5% |
| 7D | 0.0% | -10.3% | +10.3% | -0.2% |
| 30D | +1.9% | +1.1% | +0.7% | +1.6% |
| 3M | +68.7% | +1.6% | +67.1% | +66.1% |
| 6M | +66.9% | -13.5% | +80.4% | +64.5% |
| YTD | +60.4% | -19.1% | +79.5% | +59.2% |
| 1Y | +44.0% | -33.9% | +77.9% | +47.5% |
| All | +44.0% | -33.3% | +77.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling