+131.7%
EMB vs PTC
+698.1%
-566.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.1% | +0.5% |
| 7D | 0.0% | -10.3% | +10.3% | +0.8% |
| 30D | -0.3% | +1.1% | -1.4% | -0.5% |
| 3M | -0.4% | +1.6% | -2.0% | -0.8% |
| 6M | +0.1% | -13.5% | +13.6% | +1.0% |
| YTD | +1.6% | -19.1% | +20.6% | +2.9% |
| 1Y | +5.6% | -33.9% | +39.5% | +8.7% |
| 3Y | +29.8% | -3.9% | +33.7% | +28.9% |
| 5Y | +7.3% | +6.0% | +1.2% | +4.9% |
| 10Y | +30.4% | +223.7% | -193.3% | +16.8% |
| All | +131.7% | +698.1% | -566.4% | +91.6% |
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