+55.4%
IOT vs PTC
+11.7%
+43.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.5% |
| 7D | -4.5% | -7.3% | +2.7% | +1.4% |
| 30D | -2.4% | -11.6% | +9.2% | +7.5% |
| 3M | +19.0% | +10.5% | +8.5% | +7.3% |
| 6M | +19.6% | -17.8% | +37.5% | +38.8% |
| YTD | +8.3% | -24.9% | +33.2% | +36.0% |
| 1Y | -0.8% | -36.8% | +36.0% | +44.3% |
| 3Y | +24.4% | -8.7% | +33.1% | +22.4% |
| All | +55.4% | +11.7% | +43.7% | +37.6% |
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 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