+195.8%
PTC vs EFV
+167.8%
+28.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.5% |
| 7D | -13.6% | -0.5% | -13.1% | -13.1% |
| 30D | -14.7% | 0.0% | -14.7% | -14.6% |
| 3M | -5.9% | +8.4% | -14.3% | -12.6% |
| 6M | -21.1% | +12.3% | -33.5% | -29.5% |
| YTD | -26.0% | +17.4% | -43.4% | -36.9% |
| 1Y | -36.8% | +27.1% | -64.0% | -49.9% |
| 3Y | -10.3% | +90.7% | -101.0% | -51.6% |
| 5Y | +1.2% | +95.6% | -94.4% | -46.9% |
| All | +195.8% | +167.8% | +28.0% | +21.7% |
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