+222.4%
PTC vs ES
+83.4%
+139.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.9% |
| 7D | -10.3% | +0.3% | -10.6% | -10.3% |
| 30D | +1.1% | -2.0% | +3.1% | +1.6% |
| 3M | +1.6% | +1.7% | -0.1% | +1.1% |
| 6M | -13.5% | -3.5% | -9.9% | -13.0% |
| YTD | -19.1% | +7.9% | -27.0% | -20.9% |
| 1Y | -33.9% | +17.2% | -51.0% | -36.9% |
| 3Y | -3.9% | +29.3% | -33.2% | -12.0% |
| 5Y | +6.0% | -5.7% | +11.8% | +5.2% |
| All | +222.4% | +83.4% | +139.0% | +188.7% |
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