+481.1%
IRM vs PTC
+326.2%
+155.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.0% |
| 7D | -3.8% | +0.8% | -4.6% | -3.9% |
| 30D | -3.2% | +0.7% | -3.9% | -3.3% |
| 3M | -7.8% | +32.6% | -40.4% | -14.3% |
| 6M | -12.7% | +33.6% | -46.3% | -19.6% |
| YTD | +36.7% | +12.4% | +24.3% | +30.9% |
| 1Y | +10.0% | +11.2% | -1.2% | +5.7% |
| 3Y | +107.2% | +31.7% | +75.6% | +87.0% |
| 5Y | +181.6% | +60.1% | +121.5% | +138.5% |
| 10Y | +481.1% | +317.2% | +164.0% | +283.6% |
| All | +481.1% | +326.2% | +155.0% | +283.6% |
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