+284.6%
IBKR vs PTC
-10.7%
+295.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -3.8% | -14.2% | +10.4% | +0.8% |
| 30D | -0.3% | -14.4% | +14.1% | +4.4% |
| 3M | +4.8% | -4.7% | +9.5% | +4.8% |
| 6M | +30.8% | -19.3% | +50.1% | +40.3% |
| YTD | +39.5% | -26.1% | +65.6% | +55.3% |
| 1Y | +43.7% | -37.1% | +80.7% | +72.5% |
| All | +284.6% | -10.7% | +295.3% | +267.0% |
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