+356.5%
EAT vs PTC
+324.4%
+32.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +11.5% | +0.8% | +10.7% | +11.1% |
| 3M | -9.1% | +32.1% | -41.2% | -23.9% |
| 6M | +40.4% | +42.6% | -2.2% | +10.4% |
| YTD | +43.9% | +12.0% | +32.0% | +27.8% |
| 1Y | +101.9% | +12.2% | +89.8% | +78.6% |
| 3Y | +489.9% | +31.2% | +458.6% | +354.8% |
| 5Y | +362.6% | +54.9% | +307.8% | +215.3% |
| All | +356.5% | +324.4% | +32.1% | +102.8% |
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