-8.7%
EFX vs PTC
+10.9%
-19.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -3.6% | +0.8% | -4.5% | -3.9% |
| 30D | +25.3% | +1.2% | +24.1% | +24.8% |
| 3M | +3.8% | +32.6% | -28.8% | -6.6% |
| 6M | +12.7% | +36.1% | -23.4% | -0.5% |
| YTD | -13.1% | +12.7% | -25.8% | -13.4% |
| All | -8.7% | +10.9% | -19.6% | -9.0% |
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