+26.5%
IP vs PTC
+334.9%
-308.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -5.1% | -0.2% | -4.8% | -5.0% |
| 30D | +8.5% | +0.8% | +7.8% | +8.3% |
| 3M | -13.8% | +32.1% | -45.9% | -20.3% |
| 6M | +5.7% | +42.6% | -36.9% | -5.2% |
| YTD | -9.1% | +12.0% | -21.1% | -13.3% |
| 1Y | -0.8% | +12.2% | -13.0% | -5.4% |
| 3Y | +14.8% | +31.2% | -16.4% | +2.1% |
| 5Y | -11.5% | +54.9% | -66.4% | -26.2% |
| All | +26.5% | +334.9% | -308.4% | -25.1% |
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