+1,284.9%
EME vs PTC
+200.2%
+1,084.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +0.9% | -14.2% | +15.2% | +5.9% |
| 30D | -8.4% | -14.4% | +6.1% | -4.0% |
| 3M | -3.6% | -4.7% | +1.1% | -3.8% |
| 6M | +3.6% | -19.3% | +22.9% | +9.0% |
| YTD | +22.5% | -26.1% | +48.6% | +32.6% |
| 1Y | +18.2% | -37.1% | +55.3% | +35.7% |
| 3Y | +238.4% | -10.4% | +248.8% | +234.5% |
| 5Y | +550.5% | +2.5% | +548.1% | +497.6% |
| All | +1,284.9% | +200.2% | +1,084.7% | +619.6% |
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