+377.5%
EFA vs PTC
+987.4%
-609.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +1.2% | +1.3% | 0.0% | +1.0% |
| 30D | +0.9% | +1.1% | -0.2% | +0.7% |
| 3M | -3.4% | +30.1% | -33.5% | -10.6% |
| 6M | +2.0% | +34.0% | -32.1% | -7.1% |
| YTD | +10.4% | +12.8% | -2.4% | +4.3% |
| 1Y | +13.3% | +10.7% | +2.5% | +7.5% |
| 3Y | +65.9% | +29.6% | +36.3% | +49.2% |
| 5Y | +51.5% | +63.5% | -12.1% | +27.0% |
| 10Y | +144.1% | +316.7% | -172.6% | +55.2% |
| All | +377.5% | +987.4% | -609.9% | +119.7% |
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 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