+68.2%
EFA vs PTC
-8.0%
+76.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.2% |
| 7D | +1.2% | -12.8% | +14.0% | +3.1% |
| 30D | -0.7% | -9.8% | +9.1% | +0.6% |
| 3M | +6.4% | -2.1% | +8.5% | +6.2% |
| 6M | +11.4% | -18.1% | +29.5% | +15.2% |
| YTD | +14.0% | -23.5% | +37.5% | +19.6% |
| 1Y | +20.2% | -37.4% | +57.6% | +32.2% |
| 3Y | +68.2% | -7.2% | +75.4% | +53.8% |
| All | +68.2% | -8.0% | +76.2% | +53.8% |
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