+1,236.8%
EWY vs PTC
+440.4%
+796.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +6.2% |
| 7D | +4.8% | -10.3% | +15.1% | +7.8% |
| 30D | +11.7% | +1.1% | +10.5% | +10.9% |
| 3M | -7.4% | +1.6% | -9.0% | -9.4% |
| 6M | +40.6% | -13.5% | +54.0% | +43.3% |
| YTD | +94.3% | -19.1% | +113.3% | +100.8% |
| 1Y | +164.3% | -33.9% | +198.2% | +188.8% |
| 3Y | +221.0% | -3.9% | +224.9% | +211.0% |
| 5Y | +139.1% | +6.0% | +133.1% | +122.3% |
| 10Y | +298.8% | +223.7% | +75.1% | +160.0% |
| All | +1,236.8% | +440.4% | +796.4% | +486.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling