+854.3%
EEM vs PTC
+2,174.5%
-1,320.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.9% | +4.0% |
| 7D | +2.3% | -10.3% | +12.6% | +6.3% |
| 30D | +4.5% | +1.1% | +3.4% | +3.6% |
| 3M | -0.1% | +1.6% | -1.7% | -2.4% |
| 6M | +16.9% | -13.5% | +30.4% | +20.6% |
| YTD | +26.2% | -19.1% | +45.3% | +32.8% |
| 1Y | +40.5% | -33.9% | +74.4% | +59.1% |
| 3Y | +86.2% | -3.9% | +90.1% | +77.5% |
| 5Y | +45.5% | +6.0% | +39.4% | +29.6% |
| 10Y | +128.6% | +223.7% | -95.1% | +17.3% |
| All | +854.3% | +2,174.5% | -1,320.3% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling