+91.0%
EEM vs PTC
-8.0%
+99.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.8% |
| 7D | +3.1% | -12.8% | +15.9% | +4.5% |
| 30D | +4.9% | -9.8% | +14.6% | +5.9% |
| 3M | +5.2% | -2.1% | +7.3% | +5.2% |
| 6M | +20.7% | -18.1% | +38.8% | +24.7% |
| YTD | +26.5% | -23.5% | +50.0% | +32.4% |
| 1Y | +37.8% | -37.4% | +75.2% | +50.8% |
| 3Y | +91.0% | -7.2% | +98.2% | +74.8% |
| All | +91.0% | -8.0% | +99.0% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling