+4,316.7%
ETR vs PTC
+6,346.6%
-2,029.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.6% | -0.1% |
| 7D | +1.4% | -10.3% | +11.7% | +2.2% |
| 30D | +1.0% | +1.1% | -0.2% | +0.8% |
| 3M | -1.3% | +1.6% | -2.9% | -1.6% |
| 6M | +1.9% | -13.5% | +15.4% | +2.5% |
| YTD | +18.2% | -19.1% | +37.2% | +19.3% |
| 1Y | +24.7% | -33.9% | +58.5% | +27.6% |
| 3Y | +150.7% | -3.9% | +154.6% | +149.0% |
| 5Y | +127.0% | +6.0% | +121.0% | +122.7% |
| 10Y | +295.5% | +223.7% | +71.7% | +256.6% |
| All | +4,316.7% | +6,346.6% | -2,029.9% | +3,035.3% |
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