+4.3%
EWZ vs PTC
+5.5%
-1.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.5% | -0.2% | -1.2% | -1.4% |
| 30D | -24.5% | +0.8% | -25.3% | -24.6% |
| 3M | -10.7% | +32.1% | -42.8% | -14.7% |
| 6M | -19.1% | +42.6% | -61.7% | -21.8% |
| YTD | +1.6% | +12.0% | -10.4% | +2.5% |
| 1Y | +4.3% | +12.2% | -7.9% | +4.6% |
| All | +4.3% | +5.5% | -1.2% | +4.6% |
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 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