+10.2%
PTC vs EFV
+20.5%
-10.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | -1.0% | +1.5% | +0.4% |
| 30D | +0.9% | +3.1% | -2.2% | +1.2% |
| 3M | +30.4% | -1.2% | +31.6% | +30.4% |
| 6M | +34.4% | +5.6% | +28.8% | +36.3% |
| YTD | +12.6% | +15.8% | -3.2% | +6.3% |
| 1Y | +10.2% | +20.0% | -9.8% | +0.3% |
| All | +10.2% | +20.5% | -10.3% | +0.3% |
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