+8,796.0%
PTC vs ES
+1,275.7%
+7,520.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.0% |
| 7D | -0.1% | +5.9% | -6.0% | -2.2% |
| 30D | +0.8% | +10.2% | -9.4% | -2.8% |
| 3M | +39.6% | +0.4% | +39.2% | +39.1% |
| 6M | +41.5% | +6.9% | +34.6% | +37.4% |
| YTD | +11.7% | +10.5% | +1.2% | +6.6% |
| 1Y | +2.4% | +3.2% | -0.8% | -0.2% |
| 3Y | +31.9% | +49.0% | -17.1% | +9.1% |
| 5Y | +54.5% | +4.5% | +50.1% | +44.4% |
| 10Y | +342.1% | +92.3% | +249.8% | +205.1% |
| All | +8,796.0% | +1,275.7% | +7,520.3% | +2,114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling