+63.3%
PTC vs ESTC
-52.1%
+115.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +0.5% | +2.4% | -1.9% | -0.1% |
| 30D | +1.2% | -4.2% | +5.5% | +1.8% |
| 3M | +27.4% | +2.5% | +24.9% | +25.5% |
| 6M | +39.2% | +81.5% | -42.3% | +19.9% |
| YTD | +12.5% | +16.8% | -4.3% | +5.9% |
| 1Y | +12.3% | -3.5% | +15.7% | +9.6% |
| 3Y | +28.8% | +17.7% | +11.1% | +12.2% |
| All | +63.3% | -52.1% | +115.3% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling