+517.3%
IRM vs PTC
+312.5%
+204.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.8% | +0.5% | +6.3% | +6.7% |
| 30D | +2.6% | +1.2% | +1.4% | +2.4% |
| 3M | -9.5% | +27.4% | -36.8% | -15.1% |
| 6M | -8.5% | +39.2% | -47.7% | -16.6% |
| YTD | +40.3% | +12.5% | +27.8% | +34.3% |
| 1Y | +28.7% | +12.3% | +16.4% | +23.3% |
| 3Y | +111.8% | +28.8% | +83.0% | +92.2% |
| 5Y | +189.1% | +60.9% | +128.2% | +144.6% |
| All | +517.3% | +312.5% | +204.8% | +307.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling