+1,421.8%
IBKR vs PTC
+644.5%
+777.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +0.4% |
| 7D | +0.6% | -12.8% | +13.4% | +6.1% |
| 30D | +3.7% | -9.8% | +13.5% | +7.6% |
| 3M | +4.2% | -2.1% | +6.3% | +3.1% |
| 6M | +36.6% | -18.1% | +54.7% | +44.6% |
| YTD | +41.9% | -23.5% | +65.4% | +53.9% |
| 1Y | +49.5% | -37.4% | +86.8% | +75.8% |
| 3Y | +291.3% | -7.2% | +298.6% | +285.2% |
| 5Y | +492.7% | +2.7% | +490.0% | +445.8% |
| 10Y | +994.0% | +203.4% | +790.6% | +474.1% |
| All | +1,421.8% | +644.5% | +777.4% | +300.7% |
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