+200.3%
EWT vs PTC
-8.0%
+208.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.5% |
| 7D | +1.6% | -12.8% | +14.4% | +4.2% |
| 30D | +8.2% | -9.8% | +18.0% | +10.1% |
| 3M | +11.1% | -2.1% | +13.1% | +11.0% |
| 6M | +60.4% | -18.1% | +78.5% | +68.9% |
| YTD | +75.6% | -23.5% | +99.1% | +88.5% |
| 1Y | +91.3% | -37.4% | +128.7% | +119.5% |
| 3Y | +200.3% | -7.2% | +207.5% | +178.7% |
| All | +200.3% | -8.0% | +208.3% | +178.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling