+182.6%
ESI vs PTC
+600.4%
-417.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -8.5% | -0.2% | -8.3% | -8.4% |
| 30D | -15.7% | +0.8% | -16.4% | -15.9% |
| 3M | -18.2% | +32.1% | -50.3% | -30.1% |
| 6M | -28.8% | +42.6% | -71.5% | -43.1% |
| YTD | +26.3% | +12.0% | +14.3% | +13.3% |
| 1Y | +18.2% | +12.2% | +6.1% | +6.0% |
| 3Y | +68.1% | +31.2% | +36.9% | +36.1% |
| 5Y | +28.8% | +54.9% | -26.1% | -6.4% |
| 10Y | +329.8% | +343.1% | -13.3% | +37.3% |
| All | +182.6% | +600.4% | -417.8% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling