+118.3%
EEM vs PTC
+318.2%
-199.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.9% | +1.3% | -2.2% | -1.2% |
| 30D | -9.3% | +1.1% | -10.4% | -9.6% |
| 3M | -7.1% | +30.1% | -37.2% | -14.4% |
| 6M | -10.4% | +34.0% | -44.4% | -18.9% |
| YTD | +11.3% | +12.8% | -1.5% | +5.4% |
| 1Y | +11.3% | +10.7% | +0.5% | +5.9% |
| 3Y | +69.6% | +29.6% | +40.0% | +49.6% |
| 5Y | +33.6% | +63.5% | -29.9% | +7.1% |
| All | +118.3% | +318.2% | -199.9% | +24.6% |
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