+52.7%
EWJ vs PTC
+1.8%
+50.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.9% |
| 7D | +2.9% | -12.8% | +15.7% | +5.9% |
| 30D | +1.1% | -9.8% | +10.9% | +3.1% |
| 3M | +7.1% | -2.1% | +9.2% | +6.7% |
| 6M | +16.2% | -18.1% | +34.3% | +20.9% |
| YTD | +22.0% | -23.5% | +45.5% | +29.0% |
| 1Y | +26.2% | -37.4% | +63.6% | +40.9% |
| 3Y | +73.5% | -7.2% | +80.7% | +68.1% |
| 5Y | +52.7% | +2.7% | +50.0% | +39.3% |
| All | +52.7% | +1.8% | +50.9% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling