+337.2%
IP vs PTC
+8,822.5%
-8,485.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +11.2% | +1.5% | +9.7% | +11.0% |
| 3M | -14.8% | +37.8% | -52.5% | -20.1% |
| 6M | +17.3% | +41.2% | -24.0% | +8.7% |
| YTD | -6.2% | +12.0% | -18.2% | -9.7% |
| 1Y | +2.3% | +1.6% | +0.7% | 0.0% |
| 3Y | +17.7% | +32.3% | -14.7% | +9.0% |
| 5Y | -8.4% | +61.4% | -69.8% | -18.8% |
| 10Y | +32.1% | +343.4% | -311.3% | -3.7% |
| All | +337.2% | +8,822.5% | -8,485.3% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling