-0.8%
IOT vs PTC
-36.4%
+35.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.3% |
| 7D | -4.5% | -7.3% | +2.7% | +0.4% |
| 30D | -2.4% | -11.6% | +9.2% | +5.9% |
| 3M | +19.0% | +10.5% | +8.5% | +8.2% |
| 6M | +19.6% | -17.8% | +37.5% | +36.9% |
| YTD | +8.3% | -24.9% | +33.2% | +30.8% |
| 1Y | -0.8% | -36.8% | +36.0% | +46.0% |
| All | -0.8% | -36.4% | +35.6% | +46.0% |
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