+23.9%
IP vs PTC
-3.9%
+27.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +3.1% |
| 7D | -5.3% | -10.3% | +5.0% | -3.8% |
| 30D | -10.9% | +1.1% | -12.0% | -11.2% |
| 3M | +11.2% | +1.6% | +9.6% | +10.2% |
| 6M | -10.2% | -13.5% | +3.2% | -7.7% |
| YTD | -2.0% | -19.1% | +17.1% | +2.3% |
| 1Y | -19.1% | -33.9% | +14.8% | -11.3% |
| All | +23.9% | -3.9% | +27.8% | +8.7% |
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 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