+63.3%
PTC vs EFV
+93.2%
-30.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | +0.5% | +2.5% | -2.1% | -1.3% |
| 30D | +1.2% | +2.9% | -1.7% | -0.9% |
| 3M | +27.4% | -1.4% | +28.8% | +28.4% |
| 6M | +39.2% | +5.5% | +33.7% | +33.1% |
| YTD | +12.5% | +16.1% | -3.6% | -1.7% |
| 1Y | +12.3% | +20.3% | -8.0% | -4.9% |
| 3Y | +28.8% | +90.4% | -61.6% | -28.0% |
| All | +63.3% | +93.2% | -30.0% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling