-35.2%
EFX vs PTC
+1.8%
-37.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -0.1% |
| 7D | -7.8% | -12.8% | +5.0% | -0.8% |
| 30D | -5.7% | -9.8% | +4.1% | -0.5% |
| 3M | +2.5% | -2.1% | +4.6% | +2.7% |
| 6M | -16.7% | -18.1% | +1.4% | -8.3% |
| YTD | -20.2% | -23.5% | +3.3% | -8.9% |
| 1Y | -31.4% | -37.4% | +6.0% | -13.4% |
| 3Y | -10.5% | -7.2% | -3.3% | -11.2% |
| 5Y | -35.2% | +2.7% | -37.9% | -41.1% |
| All | -35.2% | +1.8% | -37.1% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling