+317.2%
PTC vs ES
+82.6%
+234.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +0.7% | +5.7% | -5.0% | -0.6% |
| 3M | +32.6% | -2.8% | +35.4% | +33.3% |
| 6M | +33.6% | +7.0% | +26.6% | +31.2% |
| YTD | +12.4% | +6.8% | +5.7% | +10.1% |
| 1Y | +11.2% | -0.5% | +11.7% | +10.4% |
| 3Y | +31.7% | +47.2% | -15.5% | +16.5% |
| 5Y | +60.1% | +2.3% | +57.8% | +55.3% |
| 10Y | +317.2% | +85.6% | +231.5% | +293.9% |
| All | +317.2% | +82.6% | +234.6% | +293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling