+36.2%
EMB vs PTC
+312.5%
-276.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.9% | +0.5% | -1.4% | -0.9% |
| 30D | +0.4% | +1.2% | -0.9% | +0.2% |
| 3M | -3.1% | +27.4% | -30.5% | -5.9% |
| 6M | -2.1% | +39.2% | -41.3% | -6.1% |
| YTD | -1.1% | +12.5% | -13.6% | -3.0% |
| 1Y | -0.1% | +12.3% | -12.3% | -2.0% |
| 3Y | +29.6% | +28.8% | +0.8% | +23.6% |
| 5Y | +7.2% | +60.9% | -53.7% | -1.5% |
| All | +36.2% | +312.5% | -276.3% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling