+153.5%
ECL vs PTC
+223.7%
-70.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +1.9% |
| 7D | -2.6% | -10.3% | +7.7% | +0.4% |
| 30D | -2.2% | +1.1% | -3.3% | -2.8% |
| 3M | +10.1% | +1.6% | +8.5% | +8.5% |
| 6M | -5.7% | -13.5% | +7.7% | -2.9% |
| YTD | +7.0% | -19.1% | +26.0% | +12.1% |
| 1Y | +2.7% | -33.9% | +36.5% | +14.6% |
| 3Y | +57.7% | -3.9% | +61.6% | +52.0% |
| 5Y | +31.1% | +6.0% | +25.1% | +19.8% |
| All | +153.5% | +223.7% | -70.1% | +57.0% |
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