-12.4%
IP vs PTC
+55.9%
-68.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.4% |
| 3M | -13.8% | +32.1% | -45.9% | -18.6% |
| 6M | +5.7% | +42.6% | -36.9% | -2.7% |
| YTD | -9.1% | +12.0% | -21.1% | -11.2% |
| 1Y | -0.8% | +12.2% | -13.0% | -3.1% |
| 3Y | +14.8% | +31.2% | -16.4% | +3.0% |
| All | -12.4% | +55.9% | -68.3% | -27.8% |
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