+195.4%
PTC vs EFV
+167.0%
+28.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -14.2% | -2.0% | -12.2% | -12.7% |
| 30D | -14.4% | -0.2% | -14.3% | -14.3% |
| 3M | -4.7% | +9.1% | -13.8% | -12.0% |
| 6M | -19.3% | +11.7% | -31.0% | -27.5% |
| YTD | -26.1% | +17.0% | -43.2% | -36.8% |
| 1Y | -37.1% | +26.7% | -63.8% | -50.0% |
| 3Y | -10.4% | +90.2% | -100.5% | -51.6% |
| 5Y | +2.5% | +96.1% | -93.6% | -46.3% |
| All | +195.4% | +167.0% | +28.4% | +21.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling