-8.2%
EW vs PTC
+60.7%
-68.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | +23.9% | +1.2% | +22.7% | +23.6% |
| 3M | +15.8% | +27.4% | -11.6% | +7.2% |
| 6M | +31.7% | +39.2% | -7.5% | +17.8% |
| YTD | +25.7% | +12.5% | +13.2% | +20.1% |
| 1Y | +24.4% | +12.3% | +12.2% | +18.9% |
| 3Y | +65.9% | +28.8% | +37.0% | +41.5% |
| All | -8.2% | +60.7% | -68.8% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling