-66.0%
EL vs PTC
+55.9%
-121.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +16.5% | +0.8% | +15.8% | +16.2% |
| 3M | +29.2% | +32.1% | -2.9% | +12.9% |
| 6M | +27.9% | +42.6% | -14.7% | +5.8% |
| YTD | +6.2% | +12.0% | -5.8% | -0.9% |
| 1Y | +27.2% | +12.2% | +15.0% | +18.4% |
| 3Y | +3.2% | +31.2% | -28.0% | -17.8% |
| All | -66.0% | +55.9% | -121.9% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling