+34.1%
ET vs PTC
-37.0%
+71.0%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | +1.4% | -14.2% | +15.6% | +1.4% |
| 30D | +4.6% | -14.4% | +19.0% | +4.6% |
| 3M | +16.0% | -4.7% | +20.7% | +16.4% |
| 6M | +22.8% | -19.3% | +42.1% | +23.7% |
| YTD | +38.9% | -26.1% | +65.0% | +40.3% |
| 1Y | +34.1% | -37.1% | +71.1% | +38.6% |
| All | +34.1% | -37.0% | +71.0% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling