+168.1%
IJR vs PTC
+205.0%
-36.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -2.2% | -7.3% | +5.1% | +0.4% |
| 30D | -4.6% | -11.6% | +7.0% | -0.7% |
| 3M | +0.2% | +10.5% | -10.2% | -4.4% |
| 6M | +14.7% | -17.8% | +32.5% | +20.9% |
| YTD | +18.9% | -24.9% | +43.8% | +29.2% |
| 1Y | +19.9% | -36.8% | +56.8% | +39.2% |
| 3Y | +53.0% | -8.7% | +61.7% | +51.0% |
| 5Y | +40.9% | +4.1% | +36.8% | +29.4% |
| All | +168.1% | +205.0% | -36.9% | +59.3% |
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 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