+75.4%
ET vs PTC
+32.2%
+43.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.4% |
| 7D | -7.9% | -0.2% | -7.6% | -7.8% |
| 30D | -5.9% | +0.8% | -6.7% | -6.0% |
| 3M | -5.2% | +32.1% | -37.3% | -8.8% |
| 6M | +0.3% | +42.6% | -42.4% | -4.9% |
| YTD | +23.1% | +12.0% | +11.1% | +22.9% |
| 1Y | +22.7% | +12.2% | +10.6% | +22.4% |
| 3Y | +75.4% | +31.2% | +44.2% | +55.9% |
| All | +75.4% | +32.2% | +43.2% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling