+46.6%
EEM vs PTC
-0.9%
+47.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | +2.0% | -13.6% | +15.6% | +4.9% |
| 30D | +5.1% | -14.7% | +19.7% | +8.3% |
| 3M | +4.6% | -5.9% | +10.5% | +5.0% |
| 6M | +17.8% | -21.1% | +38.9% | +23.5% |
| YTD | +25.8% | -26.0% | +51.8% | +33.9% |
| 1Y | +36.4% | -36.8% | +73.2% | +51.5% |
| 3Y | +90.0% | -10.3% | +100.3% | +83.4% |
| 5Y | +46.6% | +1.2% | +45.4% | +32.4% |
| All | +46.6% | -0.9% | +47.5% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling