-32.0%
EFX vs PTC
+55.4%
-87.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -2.2% | +0.8% | -3.0% | -2.5% |
| 30D | +29.2% | +0.7% | +28.5% | +28.7% |
| 3M | +3.5% | +32.6% | -29.1% | -11.6% |
| 6M | +7.8% | +33.6% | -25.8% | -9.1% |
| YTD | -12.4% | +12.4% | -24.9% | -19.0% |
| 1Y | -8.2% | +11.2% | -19.5% | -14.7% |
| 3Y | +4.7% | +31.7% | -27.0% | -14.6% |
| 5Y | -32.0% | +60.1% | -92.1% | -50.7% |
| All | -32.0% | +55.4% | -87.5% | -50.7% |
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