+1,582.2%
EL vs PTC
+239.3%
+1,342.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.0% | +9.0% | +3.9% |
| 7D | +0.8% | -10.3% | +11.1% | +2.4% |
| 30D | +19.8% | +1.1% | +18.7% | +19.6% |
| 3M | +25.7% | +1.6% | +24.1% | +24.9% |
| 6M | +5.4% | -13.5% | +18.9% | +7.2% |
| YTD | +0.2% | -19.1% | +19.3% | +2.7% |
| 1Y | +20.4% | -33.9% | +54.3% | +27.2% |
| 3Y | -32.1% | -3.9% | -28.2% | -32.3% |
| 5Y | -67.2% | +6.0% | -73.2% | -67.8% |
| 10Y | +31.7% | +223.7% | -192.0% | +11.4% |
| All | +1,582.2% | +239.3% | +1,342.9% | +984.1% |
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 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