+172.0%
ET vs PTC
+315.4%
-143.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | -1.9% | +1.3% | -3.2% | -2.2% |
| 30D | -3.1% | +1.1% | -4.1% | -3.3% |
| 3M | -3.9% | +30.1% | -34.1% | -12.3% |
| 6M | +4.0% | +34.0% | -30.0% | -6.7% |
| YTD | +26.4% | +12.8% | +13.6% | +19.0% |
| 1Y | +24.9% | +10.7% | +14.2% | +18.2% |
| 3Y | +85.2% | +29.6% | +55.5% | +61.9% |
| 5Y | +218.3% | +63.5% | +154.8% | +150.0% |
| 10Y | +172.0% | +316.7% | -144.7% | +44.0% |
| All | +172.0% | +315.4% | -143.4% | +44.0% |
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