+11,556.1%
EAT vs PTC
+6,346.6%
+5,209.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +1.7% |
| 7D | 0.0% | -10.3% | +10.3% | +2.0% |
| 30D | +1.9% | +1.1% | +0.7% | +1.4% |
| 3M | +68.7% | +1.6% | +67.1% | +66.9% |
| 6M | +66.9% | -13.5% | +80.4% | +69.9% |
| YTD | +60.4% | -19.1% | +79.5% | +64.9% |
| 1Y | +44.0% | -33.9% | +77.9% | +53.6% |
| 3Y | +604.7% | -3.9% | +608.6% | +596.9% |
| 5Y | +347.0% | +6.0% | +341.0% | +333.7% |
| 10Y | +390.8% | +223.7% | +167.0% | +298.2% |
| All | +11,556.1% | +6,346.6% | +5,209.5% | +3,667.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling