+121.7%
EW vs PTC
+204.7%
-83.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -1.6% |
| 7D | -4.4% | -12.8% | +8.4% | +0.2% |
| 30D | -3.3% | -9.8% | +6.4% | -0.1% |
| 3M | +1.0% | -2.1% | +3.1% | +0.6% |
| 6M | +6.2% | -18.1% | +24.3% | +12.5% |
| YTD | +1.7% | -23.5% | +25.2% | +10.0% |
| 1Y | +8.1% | -37.4% | +45.5% | +25.5% |
| 3Y | +17.1% | -7.2% | +24.3% | +12.7% |
| 5Y | -29.4% | +2.7% | -32.0% | -36.1% |
| 10Y | +121.7% | +203.4% | -81.7% | +11.6% |
| All | +121.7% | +204.7% | -83.0% | +11.6% |
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