-7.2%
PTC vs EFV
+92.7%
-99.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.1% |
| 7D | -12.8% | +1.0% | -13.8% | -13.2% |
| 30D | -9.8% | +0.2% | -10.0% | -9.9% |
| 3M | -2.1% | +9.6% | -11.7% | -6.8% |
| 6M | -18.1% | +14.0% | -32.1% | -24.4% |
| YTD | -23.5% | +18.5% | -42.0% | -32.0% |
| 1Y | -37.4% | +27.9% | -65.3% | -47.6% |
| 3Y | -7.2% | +92.4% | -99.7% | -44.8% |
| All | -7.2% | +92.7% | -99.9% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling