+1,158.3%
IJR vs PTC
+583.7%
+574.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +2.0% |
| 7D | -0.2% | -10.3% | +10.1% | +2.7% |
| 30D | -2.4% | +1.1% | -3.6% | -3.0% |
| 3M | +3.9% | +1.6% | +2.3% | +2.4% |
| 6M | +12.4% | -13.5% | +25.9% | +15.2% |
| YTD | +21.5% | -19.1% | +40.5% | +26.5% |
| 1Y | +24.0% | -33.9% | +57.9% | +36.3% |
| 3Y | +49.7% | -3.9% | +53.6% | +47.3% |
| 5Y | +39.7% | +6.0% | +33.6% | +32.1% |
| 10Y | +169.0% | +223.7% | -54.7% | +82.8% |
| All | +1,158.3% | +583.7% | +574.6% | +484.2% |
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 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