+13.8%
IP vs PTC
+31.8%
-18.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | +6.5% | +0.8% | +5.7% | +6.4% |
| 3M | -18.0% | +39.6% | -57.6% | -21.5% |
| 6M | +10.3% | +41.5% | -31.2% | +4.8% |
| YTD | -9.9% | +11.7% | -21.6% | -9.7% |
| 1Y | -1.1% | +2.4% | -3.5% | +1.0% |
| All | +13.8% | +31.8% | -18.0% | -2.3% |
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