+306.8%
ESI vs PTC
+204.7%
+102.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +2.9% |
| 7D | +5.4% | -12.8% | +18.2% | +11.3% |
| 30D | -4.2% | -9.8% | +5.6% | -0.6% |
| 3M | -9.6% | -2.1% | -7.5% | -11.2% |
| 6M | +18.3% | -18.1% | +36.4% | +25.2% |
| YTD | +45.8% | -23.5% | +69.3% | +58.7% |
| 1Y | +39.2% | -37.4% | +76.5% | +66.5% |
| 3Y | +86.3% | -7.2% | +93.5% | +81.5% |
| 5Y | +76.2% | +2.7% | +73.5% | +60.0% |
| 10Y | +306.8% | +203.4% | +103.3% | +95.2% |
| All | +306.8% | +204.7% | +102.0% | +95.2% |
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 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