+235.9%
ET vs PTC
+6.0%
+229.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +1.5% |
| 7D | +0.9% | -10.3% | +11.2% | +3.1% |
| 30D | +7.5% | +1.1% | +6.3% | +6.9% |
| 3M | +11.4% | +1.6% | +9.8% | +10.4% |
| 6M | +18.5% | -13.5% | +32.0% | +21.8% |
| YTD | +37.4% | -19.1% | +56.4% | +43.1% |
| 1Y | +30.9% | -33.9% | +64.8% | +43.6% |
| 3Y | +98.7% | -3.9% | +102.6% | +92.5% |
| All | +235.9% | +6.0% | +229.9% | +213.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling