+179.3%
EXE vs PTC
-7.9%
+187.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +1.2% |
| 7D | -1.8% | -12.8% | +11.0% | +0.5% |
| 30D | +6.4% | -9.8% | +16.2% | +8.2% |
| 3M | +9.2% | -2.1% | +11.3% | +9.2% |
| 6M | -7.0% | -18.1% | +11.1% | -3.9% |
| YTD | -9.5% | -23.5% | +14.0% | -5.4% |
| 1Y | +6.2% | -37.4% | +43.6% | +15.6% |
| 3Y | +20.7% | -7.2% | +28.0% | +18.5% |
| 5Y | +103.6% | +2.7% | +101.0% | +93.4% |
| All | +179.3% | -7.9% | +187.2% | +165.9% |
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