-11.7%
EQT vs PTC
-20.1%
+8.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.9% |
| 7D | -2.0% | -13.6% | +11.6% | -2.1% |
| 30D | +1.0% | -14.7% | +15.7% | +0.9% |
| 3M | +4.0% | -5.9% | +9.9% | +5.9% |
| 6M | -11.7% | -21.1% | +9.4% | -12.2% |
| All | -11.7% | -20.1% | +8.4% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling