+64.9%
EL vs PTC
+315.4%
-250.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +7.6% | +1.3% | +6.3% | +7.2% |
| 30D | +15.7% | +1.1% | +14.6% | +15.3% |
| 3M | +30.5% | +30.1% | +0.4% | +15.9% |
| 6M | +32.5% | +34.0% | -1.5% | +14.9% |
| YTD | +9.4% | +12.8% | -3.4% | +1.0% |
| 1Y | +28.4% | +10.7% | +17.6% | +19.2% |
| 3Y | +4.4% | +29.6% | -25.2% | -11.1% |
| 5Y | -64.5% | +63.5% | -128.0% | -72.7% |
| 10Y | +64.9% | +316.7% | -251.8% | -7.9% |
| All | +64.9% | +315.4% | -250.5% | -7.9% |
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