+148.1%
EWY vs PTC
+1.8%
+146.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.8% |
| 7D | +8.0% | -12.8% | +20.8% | +11.2% |
| 30D | +14.3% | -9.8% | +24.1% | +16.6% |
| 3M | +2.3% | -2.1% | +4.4% | +1.5% |
| 6M | +49.9% | -18.1% | +68.0% | +57.3% |
| YTD | +95.3% | -23.5% | +118.8% | +108.9% |
| 1Y | +161.7% | -37.4% | +199.1% | +200.9% |
| 3Y | +230.2% | -7.2% | +237.4% | +212.7% |
| 5Y | +148.1% | +2.7% | +145.5% | +117.9% |
| All | +148.1% | +1.8% | +146.3% | +117.9% |
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