+134.3%
ED vs PTC
+326.2%
-191.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | -0.1% | +0.8% | -0.9% | -0.1% |
| 30D | +11.6% | +0.7% | +10.9% | +11.6% |
| 3M | +10.5% | +32.6% | -22.1% | +9.1% |
| 6M | +13.2% | +33.6% | -20.3% | +11.6% |
| YTD | +22.1% | +12.4% | +9.7% | +21.3% |
| 1Y | +24.2% | +11.2% | +12.9% | +23.3% |
| 3Y | +46.9% | +31.7% | +15.2% | +43.5% |
| 5Y | +80.8% | +60.1% | +20.7% | +73.2% |
| 10Y | +134.3% | +317.2% | -182.9% | +107.8% |
| All | +134.3% | +326.2% | -191.9% | +107.8% |
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