+38.9%
ECL vs PTC
+60.7%
-21.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.9% | +0.5% | +2.4% | +2.7% |
| 30D | +7.5% | +1.2% | +6.3% | +7.2% |
| 3M | +12.2% | +27.4% | -15.1% | +5.0% |
| 6M | +24.6% | +39.2% | -14.6% | +12.7% |
| YTD | +18.8% | +12.5% | +6.3% | +14.5% |
| 1Y | +19.3% | +12.3% | +7.1% | +15.1% |
| 3Y | +78.2% | +28.8% | +49.4% | +55.9% |
| All | +38.9% | +60.7% | -21.7% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling