+290.8%
EWY vs PTC
+200.2%
+90.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +1.2% | -14.2% | +15.5% | +5.6% |
| 30D | +9.3% | -14.4% | +23.7% | +13.9% |
| 3M | +2.4% | -4.7% | +7.1% | +1.8% |
| 6M | +40.3% | -19.3% | +59.6% | +46.9% |
| YTD | +88.0% | -26.1% | +114.1% | +101.7% |
| 1Y | +143.8% | -37.1% | +180.9% | +176.4% |
| 3Y | +217.8% | -10.4% | +228.2% | +209.5% |
| 5Y | +142.7% | +2.5% | +140.3% | +121.0% |
| All | +290.8% | +200.2% | +90.6% | +133.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling