+1,115.2%
PTC vs EFV
+247.9%
+867.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.2% |
| 30D | +1.2% | +2.0% | -0.8% | -0.7% |
| 3M | +32.6% | -1.6% | +34.2% | +34.1% |
| 6M | +36.1% | +5.8% | +30.3% | +28.5% |
| YTD | +12.7% | +15.6% | -3.0% | -2.7% |
| 1Y | +10.2% | +19.0% | -8.8% | -7.2% |
| 3Y | +29.4% | +90.7% | -61.2% | -28.6% |
| 5Y | +61.1% | +92.8% | -31.7% | -12.1% |
| 10Y | +317.1% | +160.5% | +156.6% | +75.2% |
| All | +1,115.2% | +247.9% | +867.3% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling