+73.5%
EWJ vs PTC
-8.0%
+81.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.5% |
| 7D | +2.9% | -12.8% | +15.7% | +5.0% |
| 30D | +1.1% | -9.8% | +10.9% | +2.5% |
| 3M | +7.1% | -2.1% | +9.2% | +6.9% |
| 6M | +16.2% | -18.1% | +34.3% | +20.5% |
| YTD | +22.0% | -23.5% | +45.5% | +28.4% |
| 1Y | +26.2% | -37.4% | +63.6% | +39.7% |
| 3Y | +73.5% | -7.2% | +80.7% | +62.1% |
| All | +73.5% | -8.0% | +81.5% | +62.1% |
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 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