+1,458.7%
ET vs PTC
+793.9%
+664.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +2.1% |
| 7D | +0.9% | -10.3% | +11.2% | +4.2% |
| 30D | +7.5% | +1.1% | +6.3% | +6.7% |
| 3M | +11.4% | +1.6% | +9.8% | +9.6% |
| 6M | +18.5% | -13.5% | +32.0% | +22.1% |
| YTD | +37.4% | -19.1% | +56.4% | +43.9% |
| 1Y | +30.9% | -33.9% | +64.8% | +45.9% |
| 3Y | +98.7% | -3.9% | +102.6% | +92.3% |
| 5Y | +230.7% | +6.0% | +224.7% | +201.9% |
| 10Y | +175.6% | +223.7% | -48.2% | +63.9% |
| All | +1,458.7% | +793.9% | +664.8% | +511.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling