-6.6%
EEM vs PTC
+33.5%
-40.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.4% |
| 7D | +5.3% | +0.8% | +4.5% | +5.3% |
| 30D | -7.0% | +1.2% | -8.2% | -7.0% |
| 3M | -8.0% | +32.6% | -40.6% | -7.2% |
| 6M | -6.6% | +36.1% | -42.7% | -3.7% |
| All | -6.6% | +33.5% | -40.1% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling