+483.0%
EAT vs PTC
+29.1%
+453.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -4.0% | +0.5% | -4.5% | -4.0% |
| 30D | -2.9% | +1.2% | -4.1% | -3.0% |
| 3M | -16.9% | +27.4% | -44.2% | -19.7% |
| 6M | +57.0% | +39.2% | +17.8% | +47.1% |
| YTD | +38.2% | +12.5% | +25.7% | +38.6% |
| 1Y | +69.3% | +12.3% | +57.0% | +69.6% |
| 3Y | +483.0% | +28.8% | +454.2% | +381.9% |
| All | +483.0% | +29.1% | +453.9% | +381.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling