+6,877.4%
EFX vs PTC
+8,854.1%
-1,976.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -2.2% | +0.8% | -3.0% | -2.3% |
| 30D | +29.2% | +0.7% | +28.5% | +29.0% |
| 3M | +3.5% | +32.6% | -29.1% | -1.8% |
| 6M | +7.8% | +33.6% | -25.8% | +2.1% |
| YTD | -12.4% | +12.4% | -24.9% | -14.7% |
| 1Y | -8.2% | +11.2% | -19.5% | -10.5% |
| 3Y | +4.7% | +31.7% | -27.0% | -0.6% |
| 5Y | -32.0% | +60.1% | -92.1% | -37.4% |
| 10Y | +69.1% | +317.2% | -248.1% | +34.5% |
| All | +6,877.4% | +8,854.1% | -1,976.6% | +2,737.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling