+154.5%
EWT vs PTC
-0.9%
+155.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.0% |
| 7D | +2.1% | -13.6% | +15.7% | +5.8% |
| 30D | +9.4% | -14.7% | +24.0% | +13.6% |
| 3M | +10.9% | -5.9% | +16.8% | +11.4% |
| 6M | +57.9% | -21.1% | +79.1% | +67.5% |
| YTD | +75.9% | -26.0% | +101.9% | +89.9% |
| 1Y | +89.7% | -36.8% | +126.5% | +115.9% |
| 3Y | +200.9% | -10.3% | +211.1% | +193.9% |
| 5Y | +154.5% | +1.2% | +153.3% | +133.9% |
| All | +154.5% | -0.9% | +155.4% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling