+62.6%
IOT vs PTC
+13.8%
+48.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +4.5% |
| 7D | +2.8% | -12.8% | +15.6% | +14.6% |
| 30D | -1.8% | -9.8% | +8.0% | +6.3% |
| 3M | +17.9% | -2.1% | +19.9% | +16.8% |
| 6M | +13.5% | -18.1% | +31.6% | +32.3% |
| YTD | +13.3% | -23.5% | +36.8% | +40.1% |
| 1Y | -3.3% | -37.4% | +34.0% | +42.0% |
| 3Y | +31.3% | -7.2% | +38.6% | +27.6% |
| All | +62.6% | +13.8% | +48.7% | +41.7% |
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