+417.1%
IRM vs PTC
+204.7%
+212.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.6% |
| 7D | +1.6% | -12.8% | +14.4% | +4.8% |
| 30D | -4.2% | -9.8% | +5.6% | -2.1% |
| 3M | -5.4% | -2.1% | -3.3% | -5.9% |
| 6M | +12.0% | -18.1% | +30.1% | +16.2% |
| YTD | +42.0% | -23.5% | +65.6% | +49.5% |
| 1Y | +29.9% | -37.4% | +67.2% | +43.8% |
| 3Y | +104.4% | -7.2% | +111.6% | +100.9% |
| 5Y | +191.0% | +2.7% | +188.3% | +174.3% |
| 10Y | +417.1% | +203.4% | +213.7% | +262.6% |
| All | +417.1% | +204.7% | +212.4% | +262.6% |
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