+137.9%
EWJ vs PTC
+315.9%
-178.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | -6.0% | +1.2% | -7.2% | -6.2% |
| 3M | -6.5% | +32.6% | -39.1% | -11.1% |
| 6M | -0.1% | +36.1% | -36.2% | -5.9% |
| YTD | +13.9% | +12.7% | +1.3% | +10.1% |
| 1Y | +13.1% | +10.2% | +3.0% | +9.7% |
| 3Y | +65.0% | +29.4% | +35.6% | +55.0% |
| 5Y | +47.0% | +61.1% | -14.1% | +32.6% |
| 10Y | +125.5% | +317.1% | -191.6% | +72.5% |
| All | +137.9% | +315.9% | -178.0% | +34.0% |
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