+10.6%
IOT vs PTC
+0.1%
+10.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.6% | +3.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +1.0% | +1.5% | -0.5% | +0.4% |
| 3M | +10.9% | +37.8% | -26.9% | -6.0% |
| 6M | +39.9% | +41.2% | -1.3% | +15.4% |
| YTD | +20.8% | +12.0% | +8.7% | +14.0% |
| 1Y | +10.6% | +1.6% | +8.9% | +8.6% |
| All | +10.6% | +0.1% | +10.5% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling