+97.6%
ET vs PTC
-2.9%
+100.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +1.2% |
| 7D | +0.9% | -10.3% | +11.2% | +2.6% |
| 30D | +7.5% | +1.1% | +6.3% | +7.0% |
| 3M | +11.4% | +1.6% | +9.8% | +10.8% |
| 6M | +18.5% | -13.5% | +32.0% | +21.9% |
| YTD | +37.4% | -19.1% | +56.4% | +43.4% |
| 1Y | +30.9% | -33.9% | +64.8% | +44.1% |
| All | +97.6% | -2.9% | +100.4% | +83.9% |
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