+140.8%
IEMG vs PTC
+205.0%
-64.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | -1.3% | -7.3% | +6.0% | +0.6% |
| 30D | +1.9% | -11.6% | +13.5% | +5.0% |
| 3M | +1.4% | +10.5% | -9.0% | -2.3% |
| 6M | +15.2% | -17.8% | +33.0% | +19.9% |
| YTD | +23.8% | -24.9% | +48.8% | +31.9% |
| 1Y | +30.7% | -36.8% | +67.5% | +46.4% |
| 3Y | +83.3% | -8.7% | +92.0% | +78.6% |
| 5Y | +48.8% | +4.1% | +44.7% | +36.0% |
| All | +140.8% | +205.0% | -64.2% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling