+67.0%
EWZ vs PTC
+317.3%
-250.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -25.5% | +0.9% | -26.4% | -25.7% |
| 3M | -4.5% | +30.4% | -34.9% | -13.4% |
| 6M | -15.3% | +34.4% | -49.7% | -24.7% |
| YTD | +3.1% | +12.6% | -9.5% | -3.4% |
| 1Y | +1.2% | +10.2% | -9.0% | -4.4% |
| 3Y | +19.3% | +29.4% | -10.1% | +2.6% |
| 5Y | +52.3% | +63.7% | -11.5% | +15.8% |
| 10Y | +67.0% | +316.9% | -249.9% | -25.6% |
| All | +67.0% | +317.3% | -250.3% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling