+238.8%
EQX vs PTC
+61.7%
+177.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | -3.2% | -7.3% | +4.1% | -1.6% |
| 30D | +7.8% | -11.6% | +19.4% | +10.6% |
| 3M | +21.3% | +10.5% | +10.9% | +18.1% |
| 6M | -22.4% | -17.8% | -4.6% | -19.6% |
| YTD | -11.3% | -24.9% | +13.6% | -6.3% |
| 1Y | +13.5% | -36.8% | +50.3% | +24.9% |
| 3Y | +162.1% | -8.7% | +170.9% | +155.0% |
| 5Y | +84.2% | +4.1% | +80.1% | +70.2% |
| All | +238.8% | +61.7% | +177.1% | +215.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling