+43.6%
EWZ vs PTC
+334.9%
-291.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -0.2% | -1.2% | -1.4% |
| 30D | -24.5% | +0.8% | -25.3% | -24.7% |
| 3M | -10.7% | +32.1% | -42.8% | -19.3% |
| 6M | -19.1% | +42.6% | -61.7% | -29.7% |
| YTD | +1.6% | +12.0% | -10.4% | -4.6% |
| 1Y | +4.3% | +12.2% | -7.9% | -2.2% |
| 3Y | +19.0% | +31.2% | -12.3% | +1.8% |
| 5Y | +57.7% | +54.9% | +2.8% | +22.7% |
| All | +43.6% | +334.9% | -291.4% | -36.2% |
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