+55.0%
EWY vs PTC
+10.3%
+44.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +10.4% | +0.8% | +9.6% | +10.6% |
| 30D | -12.7% | +1.2% | -13.9% | -12.6% |
| 3M | -17.3% | +32.6% | -49.9% | -13.1% |
| 6M | -18.6% | +36.1% | -54.6% | -9.9% |
| YTD | +49.5% | +12.7% | +36.9% | +64.3% |
| 1Y | +55.0% | +10.2% | +44.8% | +70.5% |
| All | +55.0% | +10.3% | +44.7% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling