-12.3%
IP vs PTC
+59.6%
-71.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -5.0% | -0.1% | -4.9% | -4.9% |
| 30D | +6.5% | +0.8% | +5.7% | +6.4% |
| 3M | -18.0% | +39.6% | -57.6% | -23.6% |
| 6M | +10.3% | +41.5% | -31.2% | +1.7% |
| YTD | -9.9% | +11.7% | -21.6% | -11.9% |
| 1Y | -1.1% | +2.4% | -3.5% | -1.2% |
| 3Y | +13.0% | +31.9% | -18.9% | +1.2% |
| 5Y | -12.3% | +54.5% | -66.8% | -27.5% |
| All | -12.3% | +59.6% | -71.9% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling