+63.1%
EWJ vs PTC
+31.6%
+31.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.4% | +1.3% | -3.7% | -2.5% |
| 30D | -7.6% | +1.1% | -8.7% | -7.7% |
| 3M | -5.9% | +30.1% | -36.0% | -9.0% |
| 6M | -1.5% | +34.0% | -35.5% | -5.1% |
| YTD | +12.6% | +12.8% | -0.3% | +12.6% |
| 1Y | +12.7% | +10.7% | +1.9% | +13.2% |
| 3Y | +63.1% | +29.6% | +33.4% | +50.4% |
| All | +63.1% | +31.6% | +31.4% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling