+1,682.6%
EL vs PTC
+369.3%
+1,313.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +16.5% | +0.8% | +15.8% | +16.4% |
| 3M | +29.2% | +32.1% | -2.9% | +22.9% |
| 6M | +27.9% | +42.6% | -14.7% | +19.8% |
| YTD | +6.2% | +12.0% | -5.8% | +2.9% |
| 1Y | +27.2% | +12.2% | +15.0% | +23.1% |
| 3Y | +3.2% | +31.2% | -28.0% | -2.6% |
| 5Y | -66.0% | +54.9% | -120.9% | -68.6% |
| 10Y | +58.3% | +343.1% | -284.8% | +26.7% |
| All | +1,682.6% | +369.3% | +1,313.3% | +986.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling