+197.7%
ECL vs PTC
+326.2%
-128.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | +8.8% | +0.7% | +8.1% | +8.6% |
| 3M | +7.8% | +32.6% | -24.8% | -1.8% |
| 6M | +21.3% | +33.6% | -12.3% | +9.2% |
| YTD | +17.8% | +12.4% | +5.4% | +11.2% |
| 1Y | +21.1% | +11.2% | +9.8% | +14.6% |
| 3Y | +80.1% | +31.7% | +48.4% | +57.1% |
| 5Y | +40.5% | +60.1% | -19.6% | +12.8% |
| 10Y | +197.7% | +317.2% | -119.4% | +77.1% |
| All | +197.7% | +326.2% | -128.4% | +77.1% |
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