+82.6%
ED vs PTC
+60.7%
+21.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | +10.4% | +1.2% | +9.2% | +10.4% |
| 3M | +12.5% | +27.4% | -14.8% | +11.9% |
| 6M | +14.9% | +39.2% | -24.3% | +13.9% |
| YTD | +24.8% | +12.5% | +12.3% | +24.7% |
| 1Y | +23.8% | +12.3% | +11.6% | +23.7% |
| 3Y | +51.6% | +28.8% | +22.8% | +48.2% |
| All | +82.6% | +60.7% | +21.9% | +71.9% |
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