+773.2%
PTC vs EFV
+258.8%
+514.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -5.9% |
| 7D | -10.3% | +1.5% | -11.8% | -11.4% |
| 30D | +1.1% | +1.7% | -0.6% | -0.4% |
| 3M | +1.6% | +8.6% | -7.0% | -5.9% |
| 6M | -13.5% | +11.7% | -25.1% | -22.3% |
| YTD | -19.1% | +19.3% | -38.3% | -31.8% |
| 1Y | -33.9% | +30.2% | -64.1% | -48.4% |
| 3Y | -3.9% | +91.6% | -95.5% | -47.0% |
| 5Y | +6.0% | +96.4% | -90.4% | -42.9% |
| 10Y | +223.7% | +166.5% | +57.3% | +33.7% |
| All | +773.2% | +258.8% | +514.4% | +162.9% |
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