+60,787.5%
EME vs PTC
+526.8%
+60,260.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.8% | +2.9% |
| 7D | +1.9% | -10.3% | +12.2% | +3.9% |
| 30D | -8.3% | +1.1% | -9.4% | -8.7% |
| 3M | -10.7% | +1.6% | -12.4% | -11.8% |
| 6M | +1.9% | -13.5% | +15.4% | +3.5% |
| YTD | +23.5% | -19.1% | +42.5% | +26.7% |
| 1Y | +18.0% | -33.9% | +51.8% | +25.8% |
| 3Y | +236.1% | -3.9% | +240.0% | +232.0% |
| 5Y | +527.9% | +6.0% | +521.8% | +502.0% |
| 10Y | +1,252.8% | +223.7% | +1,029.0% | +939.6% |
| All | +60,787.5% | +526.8% | +60,260.7% | +34,716.4% |
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