+594.1%
EWT vs PTC
+443.7%
+150.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.3% |
| 7D | +4.0% | -10.3% | +14.2% | +6.5% |
| 30D | +10.3% | +1.1% | +9.2% | +9.7% |
| 3M | +6.1% | +1.6% | +4.5% | +4.5% |
| 6M | +56.6% | -13.5% | +70.1% | +60.0% |
| YTD | +76.6% | -19.1% | +95.6% | +82.8% |
| 1Y | +97.9% | -33.9% | +131.7% | +114.8% |
| 3Y | +198.0% | -3.9% | +201.9% | +192.5% |
| 5Y | +151.8% | +6.0% | +145.7% | +138.0% |
| 10Y | +514.1% | +223.7% | +290.4% | +326.1% |
| All | +594.1% | +443.7% | +150.4% | +224.3% |
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