+249.6%
EME vs PTC
-8.0%
+257.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.5% | +8.0% | +3.6% |
| 7D | +5.2% | -12.8% | +17.9% | +8.0% |
| 30D | -5.4% | -9.8% | +4.4% | -3.6% |
| 3M | -6.1% | -2.1% | -4.0% | -6.2% |
| 6M | +9.7% | -18.1% | +27.8% | +16.2% |
| YTD | +26.6% | -23.5% | +50.1% | +37.5% |
| 1Y | +24.6% | -37.4% | +62.0% | +47.4% |
| 3Y | +249.6% | -7.2% | +256.8% | +243.2% |
| All | +249.6% | -8.0% | +257.6% | +243.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling