+302.3%
ETR vs PTC
+196.2%
+106.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.8% |
| 7D | +0.4% | -13.6% | +14.0% | +2.4% |
| 30D | +2.0% | -14.7% | +16.7% | +4.2% |
| 3M | -1.7% | -5.9% | +4.2% | -1.4% |
| 6M | +3.6% | -21.1% | +24.7% | +6.6% |
| YTD | +18.0% | -26.0% | +44.1% | +22.5% |
| 1Y | +26.2% | -36.8% | +63.1% | +34.4% |
| 3Y | +148.0% | -10.3% | +158.3% | +144.8% |
| 5Y | +126.1% | +1.2% | +124.9% | +115.0% |
| 10Y | +302.3% | +198.3% | +104.0% | +199.7% |
| All | +302.3% | +196.2% | +106.1% | +199.7% |
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