+24.6%
IOT vs PTC
-10.7%
+35.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.8% | -14.2% | +13.4% | +10.2% |
| 30D | -4.7% | -14.4% | +9.8% | +6.3% |
| 3M | +17.8% | -4.7% | +22.5% | +19.2% |
| 6M | +16.8% | -19.3% | +36.1% | +35.0% |
| YTD | +8.4% | -26.1% | +34.5% | +33.8% |
| 1Y | -0.8% | -37.1% | +36.3% | +37.4% |
| All | +24.6% | -10.7% | +35.3% | +18.2% |
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 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