+163.1%
ET vs PTC
+312.5%
-149.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.5% | +0.5% | +2.1% | +2.4% |
| 30D | -2.5% | +1.2% | -3.7% | -2.8% |
| 3M | -4.9% | +27.4% | -32.2% | -12.6% |
| 6M | -0.1% | +39.2% | -39.3% | -11.4% |
| YTD | +26.2% | +12.5% | +13.7% | +18.9% |
| 1Y | +25.2% | +12.3% | +12.9% | +17.9% |
| 3Y | +84.2% | +28.8% | +55.4% | +61.3% |
| 5Y | +216.1% | +60.9% | +155.2% | +149.6% |
| All | +163.1% | +312.5% | -149.3% | +39.0% |
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 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