+349.8%
EAT vs PTC
+326.2%
+23.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -3.9% | +0.8% | -4.7% | -4.3% |
| 30D | +5.0% | +0.7% | +4.3% | +4.6% |
| 3M | -9.6% | +32.6% | -42.2% | -24.5% |
| 6M | +46.8% | +33.6% | +13.2% | +20.1% |
| YTD | +41.8% | +12.4% | +29.4% | +25.7% |
| 1Y | +98.3% | +11.2% | +87.1% | +76.3% |
| 3Y | +503.1% | +31.7% | +471.4% | +364.3% |
| 5Y | +356.7% | +60.1% | +296.6% | +205.6% |
| 10Y | +349.8% | +317.2% | +32.6% | +99.4% |
| All | +349.8% | +326.2% | +23.6% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling