+18.2%
EWJ vs PTC
+0.1%
+18.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -5.5% | +1.5% | -7.0% | -5.5% |
| 3M | -0.8% | +37.8% | -38.6% | -1.1% |
| 6M | +7.1% | +41.2% | -34.1% | +6.8% |
| YTD | +16.9% | +12.0% | +4.8% | +19.1% |
| 1Y | +18.2% | +1.6% | +16.6% | +22.1% |
| All | +18.2% | +0.1% | +18.1% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling