+47.8%
IJH vs PTC
+0.6%
+47.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.5% | -14.2% | +11.7% | +2.4% |
| 30D | -5.0% | -14.4% | +9.4% | -0.4% |
| 3M | +0.5% | -4.7% | +5.2% | +0.7% |
| 6M | +8.2% | -19.3% | +27.5% | +15.1% |
| YTD | +12.4% | -26.1% | +38.6% | +23.4% |
| 1Y | +14.4% | -37.1% | +51.4% | +33.9% |
| 3Y | +49.5% | -10.4% | +59.9% | +45.5% |
| 5Y | +47.8% | +2.5% | +45.3% | +31.6% |
| All | +47.8% | +0.6% | +47.1% | +31.6% |
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