+51.1%
IEFA vs PTC
-0.9%
+52.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.3% |
| 7D | -0.5% | -13.6% | +13.1% | +2.8% |
| 30D | -1.1% | -14.7% | +13.5% | +2.3% |
| 3M | +5.1% | -5.9% | +11.0% | +5.6% |
| 6M | +9.3% | -21.1% | +30.4% | +15.0% |
| YTD | +13.0% | -26.0% | +39.0% | +20.7% |
| 1Y | +19.2% | -36.8% | +56.0% | +33.2% |
| 3Y | +67.0% | -10.3% | +77.3% | +61.4% |
| 5Y | +51.1% | +1.2% | +49.9% | +35.9% |
| All | +51.1% | -0.9% | +52.0% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling