+239.8%
EW vs PTC
+326.2%
-86.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +12.3% | +0.8% | +11.5% | +12.0% |
| 30D | +22.9% | +0.7% | +22.2% | +22.6% |
| 3M | +16.7% | +32.6% | -15.9% | +4.4% |
| 6M | +31.0% | +33.6% | -2.6% | +15.9% |
| YTD | +22.8% | +12.4% | +10.4% | +14.8% |
| 1Y | +25.6% | +11.2% | +14.3% | +17.7% |
| 3Y | +62.0% | +31.7% | +30.3% | +37.2% |
| 5Y | -12.8% | +60.1% | -72.8% | -32.8% |
| 10Y | +239.8% | +317.2% | -77.4% | +78.2% |
| All | +239.8% | +326.2% | -86.4% | +78.2% |
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