+432.5%
EWZ vs PTC
+393.2%
+39.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +1.0% |
| 7D | +6.5% | -10.3% | +16.8% | +9.7% |
| 30D | +4.8% | +1.1% | +3.7% | +4.2% |
| 3M | +9.9% | +1.6% | +8.3% | +8.1% |
| 6M | +1.9% | -13.5% | +15.4% | +4.5% |
| YTD | +20.3% | -19.1% | +39.4% | +25.1% |
| 1Y | +35.6% | -33.9% | +69.5% | +49.2% |
| 3Y | +43.4% | -3.9% | +47.3% | +38.9% |
| 5Y | +55.9% | +6.0% | +49.9% | +43.5% |
| 10Y | +84.2% | +223.7% | -139.6% | +18.6% |
| All | +432.5% | +393.2% | +39.4% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling