+63.7%
EL vs PTC
+312.5%
-248.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +1.5% | +0.5% | +1.1% | +1.4% |
| 30D | +10.0% | +1.2% | +8.8% | +9.5% |
| 3M | +28.4% | +27.4% | +1.0% | +15.0% |
| 6M | +37.1% | +39.2% | -2.1% | +17.0% |
| YTD | +7.8% | +12.5% | -4.7% | -0.4% |
| 1Y | +26.0% | +12.3% | +13.8% | +16.4% |
| 3Y | +3.8% | +28.8% | -25.0% | -11.4% |
| 5Y | -65.2% | +60.9% | -126.1% | -73.1% |
| All | +63.7% | +312.5% | -248.7% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling