+197.1%
ESI vs PTC
+603.3%
-406.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | -3.5% | +0.8% | -4.3% | -3.8% |
| 30D | -9.3% | +0.7% | -10.0% | -9.5% |
| 3M | -12.8% | +32.6% | -45.4% | -25.6% |
| 6M | -24.6% | +33.6% | -58.2% | -37.4% |
| YTD | +32.7% | +12.4% | +20.3% | +18.9% |
| 1Y | +20.3% | +11.2% | +9.1% | +8.4% |
| 3Y | +80.2% | +31.7% | +48.5% | +45.7% |
| 5Y | +40.0% | +60.1% | -20.1% | +0.2% |
| 10Y | +310.8% | +317.2% | -6.4% | +37.3% |
| All | +197.1% | +603.3% | -406.2% | -21.3% |
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 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