+126.7%
EMB vs PTC
+1,004.0%
-877.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +1.3% | +0.8% | +0.5% | +1.2% |
| 3M | -2.2% | +32.1% | -34.4% | -4.7% |
| 6M | -2.3% | +42.6% | -45.0% | -5.6% |
| YTD | -0.6% | +12.0% | -12.6% | -2.2% |
| 1Y | +0.5% | +12.2% | -11.7% | -1.1% |
| 3Y | +29.4% | +31.2% | -1.8% | +25.0% |
| 5Y | +6.5% | +54.9% | -48.4% | +0.9% |
| 10Y | +29.8% | +343.1% | -313.4% | +13.0% |
| All | +126.7% | +1,004.0% | -877.3% | +82.2% |
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 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