+31.2%
EL vs PTC
+204.7%
-173.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | +0.1% |
| 7D | +1.7% | -12.8% | +14.5% | +7.1% |
| 30D | +15.5% | -9.8% | +25.3% | +20.0% |
| 3M | +20.6% | -2.1% | +22.6% | +20.0% |
| 6M | +10.5% | -18.1% | +28.6% | +17.9% |
| YTD | -1.9% | -23.5% | +21.6% | +6.9% |
| 1Y | +16.1% | -37.4% | +53.4% | +37.5% |
| 3Y | -30.2% | -7.2% | -23.0% | -31.3% |
| 5Y | -67.4% | +2.7% | -70.1% | -69.6% |
| 10Y | +31.2% | +203.4% | -172.2% | -18.9% |
| All | +31.2% | +204.7% | -173.5% | -18.9% |
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