+19.1%
EME vs PTC
-36.9%
+56.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.8% | -2.7% |
| 7D | +2.7% | -13.6% | +16.3% | +1.5% |
| 30D | -6.8% | -14.7% | +7.9% | -7.9% |
| 3M | -8.8% | -5.9% | -2.9% | -7.7% |
| 6M | +5.0% | -21.1% | +26.1% | +9.8% |
| YTD | +23.5% | -26.0% | +49.5% | +33.5% |
| All | +19.1% | -36.9% | +56.0% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling