+29.7%
EMB vs PTC
+204.7%
-175.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.5% |
| 7D | +0.3% | -12.8% | +13.1% | +1.7% |
| 30D | -0.5% | -9.8% | +9.3% | +0.5% |
| 3M | +0.3% | -2.1% | +2.4% | +0.2% |
| 6M | +1.2% | -18.1% | +19.3% | +3.0% |
| YTD | +1.5% | -23.5% | +25.0% | +4.0% |
| 1Y | +4.8% | -37.4% | +42.2% | +9.9% |
| 3Y | +30.4% | -7.2% | +37.6% | +29.0% |
| 5Y | +7.3% | +2.7% | +4.6% | +3.7% |
| 10Y | +29.7% | +203.4% | -173.7% | +9.7% |
| All | +29.7% | +204.7% | -175.0% | +9.7% |
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 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