+159.4%
ET vs PTC
+204.7%
-45.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.7% |
| 7D | +0.4% | -12.8% | +13.2% | +4.5% |
| 30D | +6.9% | -9.8% | +16.6% | +9.8% |
| 3M | +13.1% | -2.1% | +15.1% | +12.5% |
| 6M | +18.7% | -18.1% | +36.8% | +24.4% |
| YTD | +37.4% | -23.5% | +61.0% | +46.7% |
| 1Y | +34.8% | -37.4% | +72.2% | +53.3% |
| 3Y | +96.8% | -7.2% | +104.0% | +91.2% |
| 5Y | +238.2% | +2.7% | +235.6% | +209.0% |
| 10Y | +159.4% | +203.4% | -44.0% | +43.9% |
| All | +159.4% | +204.7% | -45.3% | +43.9% |
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 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