+98.8%
EWY vs PTC
+61.7%
+37.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -10.2% | +1.3% | -11.5% | -10.4% |
| 30D | -21.5% | +1.1% | -22.6% | -21.6% |
| 3M | -14.7% | +30.1% | -44.8% | -19.4% |
| 6M | -26.8% | +34.0% | -60.9% | -31.5% |
| YTD | +43.2% | +12.8% | +30.3% | +41.2% |
| 1Y | +48.7% | +10.7% | +38.0% | +47.6% |
| 3Y | +147.9% | +29.6% | +118.3% | +121.1% |
| 5Y | +98.8% | +63.5% | +35.3% | +59.0% |
| All | +98.8% | +61.7% | +37.1% | +59.0% |
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