+13,805.6%
ECL vs PTC
+8,817.5%
+4,988.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | +8.1% | +0.8% | +7.4% | +8.0% |
| 3M | +6.4% | +32.1% | -25.8% | +2.0% |
| 6M | +14.8% | +42.6% | -27.9% | +8.6% |
| YTD | +15.5% | +12.0% | +3.5% | +12.3% |
| 1Y | +20.1% | +12.2% | +8.0% | +16.8% |
| 3Y | +77.8% | +31.2% | +46.5% | +68.4% |
| 5Y | +37.9% | +54.9% | -17.0% | +27.5% |
| 10Y | +202.7% | +343.1% | -140.5% | +144.9% |
| All | +13,805.6% | +8,817.5% | +4,988.1% | +6,902.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling