+16.2%
EXE vs PTC
+30.6%
-14.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -3.9% | +0.8% | -4.7% | -4.0% |
| 30D | -2.6% | +0.7% | -3.3% | -2.6% |
| 3M | -6.9% | +32.6% | -39.5% | -9.6% |
| 6M | -9.3% | +33.6% | -42.9% | -11.8% |
| YTD | -20.7% | +12.4% | -33.2% | -20.7% |
| 1Y | -21.8% | +11.2% | -33.1% | -21.7% |
| 3Y | +16.2% | +31.7% | -15.5% | +2.0% |
| All | +16.2% | +30.6% | -14.4% | +2.0% |
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