+18.8%
ECL vs PTC
+10.6%
+8.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.3% | +0.5% | -2.8% | -2.3% |
| 30D | +8.3% | +0.9% | +7.4% | +8.3% |
| 3M | +8.4% | +30.4% | -21.9% | +7.3% |
| 6M | +23.3% | +34.4% | -11.2% | +20.5% |
| YTD | +18.2% | +12.6% | +5.6% | +19.8% |
| 1Y | +18.8% | +10.2% | +8.6% | +20.9% |
| All | +18.8% | +10.6% | +8.1% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling