+44.7%
EWZ vs PTC
-3.9%
+48.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | -0.1% |
| 7D | +6.5% | -10.3% | +16.8% | +7.7% |
| 30D | +4.8% | +1.1% | +3.7% | +4.5% |
| 3M | +9.9% | +1.6% | +8.3% | +9.6% |
| 6M | +1.9% | -13.5% | +15.4% | +4.5% |
| YTD | +20.3% | -19.1% | +39.4% | +24.9% |
| 1Y | +35.6% | -33.9% | +69.5% | +47.1% |
| All | +44.7% | -3.9% | +48.6% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling