+17.9%
ETR vs PTC
+10.9%
+7.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +2.6% | +1.3% | +1.3% | +2.6% |
| 30D | +8.7% | +1.1% | +7.6% | +8.7% |
| 3M | +6.4% | +30.1% | -23.8% | +8.1% |
| 6M | +0.7% | +34.0% | -33.3% | +3.2% |
| YTD | +23.0% | +12.8% | +10.2% | +25.8% |
| 1Y | +17.9% | +10.7% | +7.2% | +20.7% |
| All | +17.9% | +10.9% | +7.0% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling