+321.6%
ESI vs PTC
+313.0%
+8.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +8.3% | +0.8% | +7.5% | +8.0% |
| 30D | -10.4% | +1.2% | -11.6% | -10.8% |
| 3M | -13.2% | +32.6% | -45.8% | -24.4% |
| 6M | -23.9% | +36.1% | -59.9% | -35.9% |
| YTD | +34.2% | +12.7% | +21.5% | +22.3% |
| 1Y | +22.2% | +10.2% | +12.1% | +12.6% |
| 3Y | +79.2% | +29.4% | +49.8% | +50.2% |
| 5Y | +38.1% | +61.1% | -23.0% | +2.7% |
| All | +321.6% | +313.0% | +8.6% | +85.3% |
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