+132.3%
EEM vs PTC
+196.2%
-63.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.4% |
| 7D | +2.0% | -13.6% | +15.6% | +5.9% |
| 30D | +5.1% | -14.7% | +19.7% | +9.4% |
| 3M | +4.6% | -5.9% | +10.5% | +4.9% |
| 6M | +17.8% | -21.1% | +38.9% | +24.1% |
| YTD | +25.8% | -26.0% | +51.8% | +34.7% |
| 1Y | +36.4% | -36.8% | +73.2% | +53.0% |
| 3Y | +90.0% | -10.3% | +100.3% | +85.8% |
| 5Y | +46.6% | +1.2% | +45.4% | +34.8% |
| 10Y | +132.3% | +198.3% | -66.0% | +36.2% |
| All | +132.3% | +196.2% | -63.9% | +36.2% |
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