+50.7%
IJH vs PTC
-10.6%
+61.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.3% |
| 7D | -0.7% | -13.6% | +12.8% | +2.8% |
| 30D | -3.8% | -14.7% | +10.8% | -0.3% |
| 3M | 0.0% | -5.9% | +5.9% | +0.7% |
| 6M | +8.8% | -21.1% | +29.9% | +16.1% |
| YTD | +13.5% | -26.0% | +39.5% | +23.8% |
| 1Y | +15.4% | -36.8% | +52.2% | +33.7% |
| All | +50.7% | -10.6% | +61.2% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling