+35.6%
ESI vs PTC
+55.9%
-20.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -8.5% | -0.2% | -8.3% | -8.5% |
| 30D | -15.7% | +0.8% | -16.4% | -15.8% |
| 3M | -18.2% | +32.1% | -50.3% | -26.8% |
| 6M | -28.8% | +42.6% | -71.5% | -39.7% |
| YTD | +26.3% | +12.0% | +14.3% | +20.8% |
| 1Y | +18.2% | +12.2% | +6.1% | +13.1% |
| 3Y | +68.1% | +31.2% | +36.9% | +41.8% |
| All | +35.6% | +55.9% | -20.3% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling