+451.6%
EWT vs PTC
+313.0%
+138.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +13.2% | +0.8% | +12.4% | +13.0% |
| 30D | -14.3% | +1.2% | -15.5% | -14.5% |
| 3M | -8.4% | +32.6% | -41.0% | -15.9% |
| 6M | +3.7% | +36.1% | -32.4% | -6.3% |
| YTD | +53.1% | +12.7% | +40.4% | +45.4% |
| 1Y | +55.5% | +10.2% | +45.4% | +48.7% |
| 3Y | +155.6% | +29.4% | +126.2% | +128.8% |
| 5Y | +119.3% | +61.1% | +58.2% | +81.1% |
| All | +451.6% | +313.0% | +138.6% | +235.1% |
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