+42.0%
ESI vs PTC
-37.6%
+79.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | 0.0% |
| 7D | +5.4% | -12.8% | +18.2% | +4.0% |
| 30D | -4.2% | -9.8% | +5.6% | -5.0% |
| 3M | -9.6% | -2.1% | -7.5% | -7.9% |
| 6M | +18.3% | -18.1% | +36.4% | +28.2% |
| YTD | +45.8% | -23.5% | +69.3% | +64.7% |
| All | +42.0% | -37.6% | +79.6% | +86.2% |
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 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