+135.1%
EWJ vs PTC
+316.5%
-181.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.4% | +1.3% | -3.7% | -2.6% |
| 30D | -7.6% | +1.1% | -8.7% | -7.8% |
| 3M | -5.9% | +30.1% | -36.0% | -10.3% |
| 6M | -1.5% | +34.0% | -35.5% | -6.9% |
| YTD | +12.6% | +12.8% | -0.3% | +8.8% |
| 1Y | +12.7% | +10.7% | +1.9% | +9.1% |
| 3Y | +63.1% | +29.6% | +33.4% | +53.1% |
| 5Y | +48.2% | +63.5% | -15.3% | +33.5% |
| 10Y | +123.1% | +316.7% | -193.6% | +70.8% |
| All | +135.1% | +316.5% | -181.5% | +32.3% |
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 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