+8.1%
EWZ vs PTC
+0.1%
+8.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.6% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -25.0% | +1.5% | -26.5% | -25.1% |
| 3M | -10.6% | +37.8% | -48.4% | -14.3% |
| 6M | -16.6% | +41.2% | -57.8% | -19.3% |
| YTD | +2.5% | +12.0% | -9.6% | +1.7% |
| 1Y | +8.1% | +1.6% | +6.4% | +9.3% |
| All | +8.1% | +0.1% | +8.0% | +9.3% |
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