+64.6%
EL vs PTC
+312.8%
-248.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +12.3% | +0.9% | +11.4% | +11.9% |
| 3M | +28.4% | +30.4% | -2.0% | +13.9% |
| 6M | +36.7% | +34.4% | +2.3% | +18.4% |
| YTD | +8.4% | +12.6% | -4.2% | 0.0% |
| 1Y | +25.4% | +10.2% | +15.2% | +16.7% |
| 3Y | +3.4% | +29.4% | -25.9% | -11.9% |
| 5Y | -64.8% | +63.7% | -128.5% | -72.9% |
| All | +64.6% | +312.8% | -248.2% | -8.0% |
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 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