+61.1%
IJR vs PTC
+29.1%
+32.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +3.8% | +1.2% | +2.6% | +3.6% |
| 3M | -5.7% | +27.4% | -33.1% | -10.5% |
| 6M | +4.6% | +39.2% | -34.6% | -3.5% |
| YTD | +18.0% | +12.5% | +5.5% | +17.5% |
| 1Y | +21.8% | +12.3% | +9.5% | +21.4% |
| 3Y | +61.1% | +28.8% | +32.3% | +32.4% |
| All | +61.1% | +29.1% | +32.0% | +32.4% |
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