+196.5%
ECL vs PTC
+317.3%
-120.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | +8.3% | +0.9% | +7.4% | +8.0% |
| 3M | +8.4% | +30.4% | -21.9% | -0.8% |
| 6M | +23.3% | +34.4% | -11.2% | +10.8% |
| YTD | +18.2% | +12.6% | +5.6% | +11.5% |
| 1Y | +18.8% | +10.2% | +8.6% | +12.8% |
| 3Y | +78.5% | +29.4% | +49.1% | +56.6% |
| 5Y | +40.1% | +63.7% | -23.7% | +11.7% |
| 10Y | +196.5% | +316.9% | -120.4% | +76.5% |
| All | +196.5% | +317.3% | -120.8% | +76.5% |
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