+41.0%
EFX vs PTC
+196.2%
-155.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -0.7% |
| 7D | -9.4% | -13.6% | +4.2% | -3.8% |
| 30D | -6.9% | -14.7% | +7.8% | -0.6% |
| 3M | +0.1% | -5.9% | +6.0% | +2.0% |
| 6M | -17.3% | -21.1% | +3.8% | -9.6% |
| YTD | -21.8% | -26.0% | +4.2% | -12.2% |
| 1Y | -32.5% | -36.8% | +4.3% | -19.6% |
| 3Y | -12.3% | -10.3% | -2.1% | -9.9% |
| 5Y | -36.6% | +1.2% | -37.8% | -38.6% |
| 10Y | +41.0% | +198.3% | -157.3% | -6.4% |
| All | +41.0% | +196.2% | -155.1% | -6.4% |
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