+21.2%
EXE vs PTC
+29.1%
-7.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | +5.3% | +0.5% | +4.9% | +5.3% |
| 30D | -2.2% | +1.2% | -3.4% | -2.3% |
| 3M | -5.9% | +27.4% | -33.2% | -8.3% |
| 6M | -5.7% | +39.2% | -44.9% | -8.9% |
| YTD | -17.8% | +12.5% | -30.3% | -17.8% |
| 1Y | -23.1% | +12.3% | -35.4% | -23.2% |
| 3Y | +21.2% | +28.8% | -7.6% | +4.6% |
| All | +21.2% | +29.1% | -7.9% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling