-33.9%
PTC vs EFV
+30.7%
-64.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.0% |
| 7D | -10.3% | +1.5% | -11.8% | -10.2% |
| 30D | +1.1% | +1.7% | -0.6% | +1.2% |
| 3M | +1.6% | +8.6% | -7.0% | +2.5% |
| 6M | -13.5% | +11.7% | -25.1% | -13.8% |
| YTD | -19.1% | +19.3% | -38.3% | -24.2% |
| 1Y | -33.9% | +30.2% | -64.1% | -42.5% |
| All | -33.9% | +30.7% | -64.6% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling