-32.5%
EFX vs PTC
-39.6%
+7.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -0.2% |
| 7D | -9.4% | -13.6% | +4.2% | -1.6% |
| 30D | -6.9% | -14.7% | +7.8% | +1.7% |
| 3M | +0.1% | -5.9% | +6.0% | +2.5% |
| 6M | -17.3% | -21.1% | +3.8% | -4.7% |
| YTD | -21.8% | -26.0% | +4.2% | -8.8% |
| 1Y | -32.5% | -36.8% | +4.3% | -14.8% |
| All | -32.5% | -39.6% | +7.1% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling