+213.9%
EME vs PTC
+29.1%
+184.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +8.4% | +0.5% | +7.9% | +8.3% |
| 30D | -11.5% | +1.2% | -12.7% | -11.6% |
| 3M | -20.6% | +27.4% | -48.0% | -23.4% |
| 6M | -28.5% | +39.2% | -67.7% | -32.3% |
| YTD | +8.0% | +12.5% | -4.5% | +10.4% |
| 1Y | +6.8% | +12.3% | -5.5% | +9.2% |
| 3Y | +213.9% | +28.8% | +185.1% | +170.0% |
| All | +213.9% | +29.1% | +184.8% | +170.0% |
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