+179.3%
IJH vs PTC
+205.0%
-25.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -1.9% | -7.3% | +5.4% | +0.7% |
| 30D | -4.6% | -11.6% | +7.0% | -0.8% |
| 3M | -1.2% | +10.5% | -11.6% | -5.8% |
| 6M | +9.4% | -17.8% | +27.2% | +15.2% |
| YTD | +13.3% | -24.9% | +38.3% | +23.1% |
| 1Y | +13.4% | -36.8% | +50.2% | +31.4% |
| 3Y | +50.4% | -8.7% | +59.2% | +47.8% |
| 5Y | +49.0% | +4.1% | +44.8% | +36.2% |
| All | +179.3% | +205.0% | -25.7% | +67.5% |
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