+41.5%
ESI vs PTC
-33.3%
+74.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +9.0% | +2.4% |
| 7D | +3.3% | -10.3% | +13.6% | +2.4% |
| 30D | -5.9% | +1.1% | -7.0% | -5.7% |
| 3M | -14.1% | +1.6% | -15.7% | -11.7% |
| 6M | +6.6% | -13.5% | +20.0% | +16.3% |
| YTD | +45.0% | -19.1% | +64.1% | +64.8% |
| 1Y | +41.5% | -33.9% | +75.3% | +88.8% |
| All | +41.5% | -33.3% | +74.7% | +88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling