+2,465.2%
ED vs PTC
+8,885.1%
-6,419.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +2.1% | +1.3% | +0.8% | +2.1% |
| 30D | +12.4% | +1.1% | +11.3% | +12.4% |
| 3M | +13.1% | +30.1% | -17.0% | +11.3% |
| 6M | +14.1% | +34.0% | -20.0% | +11.9% |
| YTD | +23.1% | +12.8% | +10.2% | +21.6% |
| 1Y | +25.4% | +10.7% | +14.7% | +24.1% |
| 3Y | +47.9% | +29.6% | +18.2% | +44.4% |
| 5Y | +81.9% | +63.5% | +18.3% | +74.7% |
| 10Y | +141.3% | +316.7% | -175.4% | +117.1% |
| All | +2,465.2% | +8,885.1% | -6,419.9% | +1,616.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling