+502.6%
EWT vs PTC
+200.2%
+302.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -1.1% | -14.2% | +13.1% | +2.8% |
| 30D | +4.8% | -14.4% | +19.2% | +8.9% |
| 3M | +11.1% | -4.7% | +15.9% | +11.1% |
| 6M | +54.6% | -19.3% | +73.9% | +61.8% |
| YTD | +71.4% | -26.1% | +97.6% | +83.5% |
| 1Y | +82.1% | -37.1% | +119.2% | +104.3% |
| 3Y | +193.2% | -10.4% | +203.6% | +190.8% |
| 5Y | +146.1% | +2.5% | +143.6% | +130.5% |
| All | +502.6% | +200.2% | +302.4% | +292.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling