+316.9%
PTC vs EFV
+161.2%
+155.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | -1.0% | +1.5% | +1.3% |
| 30D | +0.9% | +3.1% | -2.2% | -1.9% |
| 3M | +30.4% | -1.2% | +31.6% | +31.4% |
| 6M | +34.4% | +5.6% | +28.8% | +27.2% |
| YTD | +12.6% | +15.8% | -3.2% | -3.1% |
| 1Y | +10.2% | +20.0% | -9.8% | -8.3% |
| 3Y | +29.4% | +91.0% | -61.6% | -30.6% |
| 5Y | +63.7% | +93.7% | -29.9% | -13.6% |
| 10Y | +316.9% | +160.9% | +156.0% | +78.5% |
| All | +316.9% | +161.2% | +155.7% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling