+1,309.2%
ET vs PTC
+1,141.6%
+167.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -4.4% | +0.8% | -5.2% | -4.7% |
| 30D | -4.8% | +0.7% | -5.5% | -5.0% |
| 3M | -3.4% | +32.6% | -36.0% | -13.1% |
| 6M | +2.2% | +33.6% | -31.4% | -9.1% |
| YTD | +24.2% | +12.4% | +11.8% | +15.7% |
| 1Y | +24.5% | +11.2% | +13.3% | +16.3% |
| 3Y | +83.6% | +31.7% | +51.9% | +58.9% |
| 5Y | +203.4% | +60.1% | +143.3% | +140.2% |
| 10Y | +166.5% | +317.2% | -150.6% | +44.5% |
| All | +1,309.2% | +1,141.6% | +167.5% | +391.4% |
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