+53,437.8%
EME vs PTC
+772.2%
+52,665.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +11.3% | +0.8% | +10.5% | +11.2% |
| 30D | -14.6% | +1.2% | -15.7% | -14.7% |
| 3M | -20.4% | +32.6% | -53.0% | -25.6% |
| 6M | -28.3% | +36.1% | -64.3% | -33.8% |
| YTD | +8.6% | +12.7% | -4.1% | +3.4% |
| 1Y | +3.2% | +10.2% | -6.9% | -1.2% |
| 3Y | +216.8% | +29.4% | +187.3% | +192.5% |
| 5Y | +417.5% | +61.1% | +356.4% | +353.7% |
| 10Y | +922.2% | +317.1% | +605.1% | +638.9% |
| All | +53,437.8% | +772.2% | +52,665.6% | +28,323.4% |
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 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