-26.3%
EW vs PTC
+6.0%
-32.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.2% | +2.0% |
| 7D | -0.3% | -10.3% | +9.9% | +3.0% |
| 30D | +1.0% | +1.1% | -0.1% | +0.3% |
| 3M | +2.8% | +1.6% | +1.2% | +1.4% |
| 6M | +5.5% | -13.5% | +19.0% | +9.4% |
| YTD | +5.5% | -19.1% | +24.5% | +11.5% |
| 1Y | +11.0% | -33.9% | +44.9% | +25.9% |
| 3Y | +17.7% | -3.9% | +21.6% | +9.4% |
| All | -26.3% | +6.0% | -32.3% | -36.2% |
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 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