+82.9%
ED vs PTC
+55.9%
+27.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | +1.6% | -0.2% | +1.9% | +1.7% |
| 30D | +13.3% | +0.8% | +12.5% | +13.3% |
| 3M | +9.7% | +32.1% | -22.4% | +9.0% |
| 6M | +12.8% | +42.6% | -29.8% | +11.8% |
| YTD | +22.3% | +12.0% | +10.3% | +22.2% |
| 1Y | +26.3% | +12.2% | +14.1% | +26.2% |
| 3Y | +45.0% | +31.2% | +13.8% | +41.5% |
| All | +82.9% | +55.9% | +27.0% | +73.2% |
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