+155.6%
EWJ vs PTC
+198.9%
-43.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +1.3% |
| 7D | +2.5% | -10.3% | +12.8% | +4.1% |
| 30D | +3.3% | +1.1% | +2.1% | +3.0% |
| 3M | +5.0% | +1.6% | +3.4% | +4.2% |
| 6M | +11.5% | -13.5% | +25.0% | +13.1% |
| YTD | +22.4% | -19.1% | +41.4% | +25.2% |
| 1Y | +30.2% | -33.9% | +64.1% | +37.1% |
| 3Y | +72.8% | -3.9% | +76.7% | +70.9% |
| 5Y | +54.1% | +6.0% | +48.1% | +48.9% |
| 10Y | +140.6% | +223.7% | -83.1% | +92.7% |
| All | +155.6% | +198.9% | -43.3% | +52.3% |
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