+190.8%
EQT vs PTC
+4.1%
+186.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | -2.0% | -7.3% | +5.3% | -0.4% |
| 30D | 0.0% | -11.6% | +11.6% | +2.6% |
| 3M | +5.9% | +10.5% | -4.5% | +2.7% |
| 6M | -14.8% | -17.8% | +3.0% | -11.2% |
| YTD | +1.8% | -24.9% | +26.7% | +8.5% |
| 1Y | +7.4% | -36.8% | +44.2% | +20.1% |
| 3Y | +33.6% | -8.7% | +42.3% | +30.1% |
| All | +190.8% | +4.1% | +186.7% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling