+3,014.5%
EQT vs PTC
+5,792.1%
-2,777.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.5% |
| 7D | -2.0% | -13.6% | +11.6% | -0.4% |
| 30D | +1.0% | -14.7% | +15.7% | +2.8% |
| 3M | +4.0% | -5.9% | +9.9% | +4.3% |
| 6M | -11.7% | -21.1% | +9.4% | -9.7% |
| YTD | +2.8% | -26.0% | +28.8% | +5.8% |
| 1Y | +10.0% | -36.8% | +46.8% | +15.3% |
| 3Y | +34.1% | -10.3% | +44.4% | +34.1% |
| 5Y | +195.3% | +1.2% | +194.1% | +189.4% |
| 10Y | +51.6% | +198.3% | -146.7% | +30.7% |
| All | +3,014.5% | +5,792.1% | -2,777.6% | +2,230.2% |
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 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