+50.3%
EWZ vs PTC
+326.2%
-275.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +1.4% | +0.8% | +0.6% | +1.1% |
| 30D | -25.1% | +0.7% | -25.8% | -25.3% |
| 3M | -7.7% | +32.6% | -40.3% | -16.7% |
| 6M | -15.8% | +33.6% | -49.4% | -25.0% |
| YTD | +3.6% | +12.4% | -8.8% | -2.9% |
| 1Y | +5.5% | +11.2% | -5.7% | -0.7% |
| 3Y | +22.1% | +31.7% | -9.6% | +4.3% |
| 5Y | +58.3% | +60.1% | -1.7% | +21.6% |
| 10Y | +50.3% | +317.2% | -266.9% | -33.0% |
| All | +50.3% | +326.2% | -275.9% | -33.0% |
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 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