+123.6%
EEM vs PTC
+317.3%
-193.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | -6.2% | +0.9% | -7.1% | -6.4% |
| 3M | -5.2% | +30.4% | -35.6% | -12.7% |
| 6M | -8.1% | +34.4% | -42.6% | -16.9% |
| YTD | +14.0% | +12.6% | +1.4% | +8.1% |
| 1Y | +13.8% | +10.2% | +3.6% | +8.5% |
| 3Y | +73.7% | +29.4% | +44.4% | +53.3% |
| 5Y | +34.6% | +63.7% | -29.2% | +7.8% |
| 10Y | +123.6% | +316.9% | -193.3% | +27.7% |
| All | +123.6% | +317.3% | -193.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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