+60.0%
EL vs PTC
+326.2%
-266.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +8.0% | +0.8% | +7.2% | +7.7% |
| 30D | +15.4% | +0.7% | +14.7% | +15.1% |
| 3M | +28.5% | +32.6% | -4.1% | +13.2% |
| 6M | +32.2% | +33.6% | -1.3% | +14.8% |
| YTD | +9.2% | +12.4% | -3.2% | +0.8% |
| 1Y | +30.8% | +11.2% | +19.6% | +21.2% |
| 3Y | +3.7% | +31.7% | -28.0% | -12.3% |
| 5Y | -64.8% | +60.1% | -124.8% | -72.7% |
| 10Y | +60.0% | +317.2% | -257.2% | -10.6% |
| All | +60.0% | +326.2% | -266.1% | -10.6% |
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