+503.6%
IBKR vs PTC
+4.1%
+499.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.6% |
| 7D | -1.3% | -7.3% | +5.9% | +1.3% |
| 30D | -0.2% | -11.6% | +11.4% | +3.9% |
| 3M | +3.0% | +10.5% | -7.5% | -2.2% |
| 6M | +33.9% | -17.8% | +51.7% | +42.0% |
| YTD | +42.5% | -24.9% | +67.4% | +56.7% |
| 1Y | +44.9% | -36.8% | +81.7% | +71.6% |
| 3Y | +293.0% | -8.7% | +301.7% | +284.0% |
| All | +503.6% | +4.1% | +499.5% | +445.8% |
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