+47.0%
IEMG vs PTC
+0.6%
+46.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.9% | -14.2% | +13.4% | +2.1% |
| 30D | +2.1% | -14.4% | +16.6% | +5.1% |
| 3M | +4.6% | -4.7% | +9.3% | +4.7% |
| 6M | +14.0% | -19.3% | +33.4% | +18.8% |
| YTD | +22.3% | -26.1% | +48.5% | +30.1% |
| 1Y | +30.7% | -37.1% | +67.7% | +45.2% |
| 3Y | +83.2% | -10.4% | +93.6% | +77.1% |
| 5Y | +47.0% | +2.5% | +44.5% | +32.4% |
| All | +47.0% | +0.6% | +46.3% | +32.4% |
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