+309.3%
EAT vs PTC
+313.0%
-3.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -7.1% | +0.8% | -7.9% | -7.5% |
| 30D | -2.3% | +1.2% | -3.5% | -2.9% |
| 3M | -19.6% | +32.6% | -52.2% | -32.8% |
| 6M | +46.0% | +36.1% | +9.9% | +18.2% |
| YTD | +37.7% | +12.7% | +25.0% | +21.9% |
| 1Y | +73.8% | +10.2% | +63.6% | +55.4% |
| 3Y | +482.1% | +29.4% | +452.6% | +353.1% |
| 5Y | +362.5% | +61.1% | +301.4% | +208.4% |
| All | +309.3% | +313.0% | -3.6% | +81.7% |
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