+104.0%
ED vs PTC
+204.7%
-100.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.2% |
| 7D | +0.5% | -12.8% | +13.3% | +1.1% |
| 30D | +1.1% | -9.8% | +10.9% | +1.5% |
| 3M | +4.6% | -2.1% | +6.7% | +4.6% |
| 6M | -2.0% | -18.1% | +16.1% | -1.2% |
| YTD | +11.7% | -23.5% | +35.2% | +12.9% |
| 1Y | +15.7% | -37.4% | +53.1% | +18.2% |
| 3Y | +34.4% | -7.2% | +41.6% | +33.1% |
| 5Y | +67.3% | +2.7% | +64.6% | +63.4% |
| 10Y | +104.0% | +203.4% | -99.4% | +76.4% |
| All | +104.0% | +204.7% | -100.7% | +76.4% |
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 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