+4,502.9%
ETR vs PTC
+8,854.1%
-4,351.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +1.7% | +0.8% | +0.9% | +1.7% |
| 30D | +8.7% | +0.7% | +8.0% | +8.7% |
| 3M | +4.9% | +32.6% | -27.7% | +2.5% |
| 6M | +0.8% | +33.6% | -32.8% | -1.8% |
| YTD | +23.1% | +12.4% | +10.7% | +21.2% |
| 1Y | +17.9% | +11.2% | +6.7% | +16.1% |
| 3Y | +154.5% | +31.7% | +122.8% | +146.8% |
| 5Y | +160.3% | +60.1% | +100.2% | +147.7% |
| 10Y | +366.9% | +317.2% | +49.8% | +312.4% |
| All | +4,502.9% | +8,854.1% | -4,351.2% | +3,085.3% |
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