+2.7%
PTC vs EFV
+96.3%
-93.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.0% |
| 7D | -12.8% | +1.0% | -13.8% | -13.4% |
| 30D | -9.8% | +0.2% | -10.0% | -9.9% |
| 3M | -2.1% | +9.6% | -11.7% | -8.8% |
| 6M | -18.1% | +14.0% | -32.1% | -26.6% |
| YTD | -23.5% | +18.5% | -42.0% | -34.1% |
| 1Y | -37.4% | +27.9% | -65.3% | -49.6% |
| 3Y | -7.2% | +92.4% | -99.7% | -48.8% |
| 5Y | +2.7% | +97.2% | -94.5% | -44.6% |
| All | +2.7% | +96.3% | -93.6% | -44.6% |
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