+1,068.3%
IJH vs PTC
+546.1%
+522.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.8% |
| 7D | +1.0% | -12.8% | +13.8% | +4.5% |
| 30D | -3.1% | -9.8% | +6.7% | -0.8% |
| 3M | +1.9% | -2.1% | +4.0% | +1.4% |
| 6M | +11.0% | -18.1% | +29.1% | +15.3% |
| YTD | +14.7% | -23.5% | +38.2% | +21.0% |
| 1Y | +15.6% | -37.4% | +52.9% | +28.3% |
| 3Y | +52.5% | -7.2% | +59.8% | +51.3% |
| 5Y | +49.1% | +2.7% | +46.4% | +42.4% |
| 10Y | +177.7% | +203.4% | -25.8% | +95.5% |
| All | +1,068.3% | +546.1% | +522.1% | +449.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling