+452.3%
EWT vs PTC
+312.5%
+139.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +9.1% | +0.5% | +8.6% | +9.0% |
| 30D | -12.2% | +1.2% | -13.4% | -12.5% |
| 3M | -9.4% | +27.4% | -36.8% | -15.9% |
| 6M | +2.7% | +39.2% | -36.5% | -7.8% |
| YTD | +53.3% | +12.5% | +40.8% | +45.7% |
| 1Y | +59.2% | +12.3% | +46.9% | +51.3% |
| 3Y | +157.1% | +28.8% | +128.3% | +130.4% |
| 5Y | +119.6% | +60.9% | +58.7% | +81.4% |
| All | +452.3% | +312.5% | +139.8% | +235.7% |
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