+225.0%
EWY vs PTC
-7.5%
+232.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.0% |
| 7D | +8.0% | -12.8% | +20.8% | +9.1% |
| 30D | +14.3% | -9.8% | +24.1% | +15.1% |
| 3M | +2.3% | -2.1% | +4.4% | +2.5% |
| 6M | +49.9% | -18.1% | +68.0% | +56.8% |
| YTD | +95.3% | -23.5% | +118.8% | +107.8% |
| 1Y | +161.7% | -37.4% | +199.1% | +196.1% |
| All | +225.0% | -7.5% | +232.5% | +184.7% |
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