+94.4%
PTC vs ESTC
+23.0%
+71.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | -0.2% | -11.5% | +11.3% | +2.9% |
| 30D | +0.8% | -7.5% | +8.3% | +2.4% |
| 3M | +32.1% | +23.1% | +9.0% | +23.3% |
| 6M | +42.6% | +75.3% | -32.7% | +20.3% |
| YTD | +12.0% | +14.1% | -2.1% | +4.9% |
| 1Y | +12.2% | -0.6% | +12.7% | +8.3% |
| 3Y | +31.2% | +20.8% | +10.4% | +9.4% |
| 5Y | +54.9% | -48.8% | +103.6% | +54.9% |
| All | +94.4% | +23.0% | +71.4% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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