+13.8%
EEM vs PTC
+10.6%
+3.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | -6.2% | +0.9% | -7.1% | -6.2% |
| 3M | -5.2% | +30.4% | -35.6% | -4.7% |
| 6M | -8.1% | +34.4% | -42.6% | -6.0% |
| YTD | +14.0% | +12.6% | +1.4% | +17.8% |
| 1Y | +13.8% | +10.2% | +3.6% | +18.0% |
| All | +13.8% | +10.6% | +3.2% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling