+35.8%
EQT vs PTC
-10.7%
+46.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.2% | -14.2% | +13.1% | +1.2% |
| 30D | +1.1% | -14.4% | +15.5% | +3.4% |
| 3M | +4.8% | -4.7% | +9.5% | +5.5% |
| 6M | -10.6% | -19.3% | +8.7% | -6.9% |
| YTD | +3.4% | -26.1% | +29.6% | +9.8% |
| 1Y | +8.7% | -37.1% | +45.7% | +20.0% |
| All | +35.8% | -10.7% | +46.5% | +32.4% |
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 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