+40.5%
PTC vs ESTC
+31.2%
+9.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.5% | -4.8% |
| 7D | -10.3% | -8.1% | -2.2% | -8.3% |
| 30D | +1.1% | +31.7% | -30.5% | -6.9% |
| 3M | +1.6% | +41.1% | -39.4% | -8.4% |
| 6M | -13.5% | +77.1% | -90.5% | -27.1% |
| YTD | -19.1% | +21.7% | -40.8% | -25.1% |
| 1Y | -33.9% | +8.4% | -42.3% | -37.6% |
| 3Y | -3.9% | +23.6% | -27.5% | -20.3% |
| 5Y | +6.0% | -46.5% | +52.5% | +5.1% |
| All | +40.5% | +31.2% | +9.4% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling