+49.4%
ED vs PTC
+29.2%
+20.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | +0.5% | -1.4% | -0.9% |
| 30D | +11.2% | +0.9% | +10.3% | +11.2% |
| 3M | +11.8% | +30.4% | -18.6% | +12.8% |
| 6M | +14.1% | +34.4% | -20.3% | +15.2% |
| YTD | +23.0% | +12.6% | +10.4% | +23.4% |
| 1Y | +23.7% | +10.2% | +13.5% | +24.0% |
| All | +49.4% | +29.2% | +20.2% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling