+52.2%
EW vs PTC
+32.2%
+20.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +11.0% | -0.2% | +11.3% | +11.0% |
| 30D | +19.1% | +0.8% | +18.3% | +19.0% |
| 3M | +14.4% | +32.1% | -17.8% | +9.4% |
| 6M | +22.8% | +42.6% | -19.9% | +15.4% |
| YTD | +19.8% | +12.0% | +7.8% | +17.1% |
| 1Y | +23.9% | +12.2% | +11.7% | +21.0% |
| 3Y | +52.2% | +31.2% | +21.0% | +36.8% |
| All | +52.2% | +32.2% | +20.1% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling