+346.7%
EWZ vs PTC
+580.6%
-233.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -26.1% | +0.8% | -27.0% | -26.3% |
| 3M | -12.0% | +39.6% | -51.6% | -20.9% |
| 6M | -19.3% | +41.5% | -60.7% | -28.5% |
| YTD | +0.9% | +11.7% | -10.8% | -5.0% |
| 1Y | +3.4% | +2.4% | +0.9% | -0.3% |
| 3Y | +18.6% | +31.9% | -13.3% | +4.2% |
| 5Y | +56.6% | +54.5% | +2.1% | +28.6% |
| 10Y | +50.3% | +342.1% | -291.8% | -12.1% |
| All | +346.7% | +580.6% | -233.8% | +83.2% |
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 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