+65.8%
IEFA vs PTC
+29.1%
+36.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | +2.2% | +0.5% | +1.7% | +2.2% |
| 30D | +1.1% | +1.2% | -0.2% | +1.0% |
| 3M | -4.3% | +27.4% | -31.6% | -6.7% |
| 6M | +1.4% | +39.2% | -37.8% | -2.6% |
| YTD | +10.1% | +12.5% | -2.4% | +10.3% |
| 1Y | +12.9% | +12.3% | +0.6% | +13.1% |
| 3Y | +65.8% | +28.8% | +37.0% | +48.4% |
| All | +65.8% | +29.1% | +36.7% | +48.4% |
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