+373.4%
ETR vs PTC
+315.4%
+58.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +2.6% | +1.3% | +1.3% | +2.4% |
| 30D | +8.7% | +1.1% | +7.6% | +8.5% |
| 3M | +6.4% | +30.1% | -23.8% | +2.1% |
| 6M | +0.7% | +34.0% | -33.3% | -4.1% |
| YTD | +23.0% | +12.8% | +10.2% | +20.0% |
| 1Y | +17.9% | +10.7% | +7.2% | +15.3% |
| 3Y | +154.9% | +29.6% | +125.3% | +139.0% |
| 5Y | +157.3% | +63.5% | +93.7% | +128.0% |
| 10Y | +373.4% | +316.7% | +56.7% | +248.9% |
| All | +373.4% | +315.4% | +58.0% | +248.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling