+79.7%
EFX vs PTC
+312.5%
-232.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +25.1% | +1.2% | +23.9% | +24.5% |
| 3M | +1.7% | +27.4% | -25.7% | -9.4% |
| 6M | +18.4% | +39.2% | -20.8% | +1.0% |
| YTD | -12.5% | +12.5% | -25.0% | -18.6% |
| 1Y | -8.1% | +12.3% | -20.4% | -14.4% |
| 3Y | +4.8% | +28.8% | -24.0% | -8.8% |
| 5Y | -30.1% | +60.9% | -91.0% | -44.6% |
| All | +79.7% | +312.5% | -232.8% | -1.5% |
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