+178.5%
EXE vs PTC
-2.5%
+181.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.9% | -0.1% |
| 7D | -0.3% | -10.3% | +10.0% | +1.6% |
| 30D | +8.5% | +1.1% | +7.3% | +8.1% |
| 3M | +5.5% | +1.6% | +3.9% | +4.9% |
| 6M | -5.9% | -13.5% | +7.6% | -3.7% |
| YTD | -9.7% | -19.1% | +9.3% | -6.5% |
| 1Y | +3.6% | -33.9% | +37.4% | +11.7% |
| 3Y | +18.0% | -3.9% | +21.9% | +15.3% |
| 5Y | +109.4% | +6.0% | +103.4% | +97.9% |
| All | +178.5% | -2.5% | +181.0% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling