+18.5%
IRM vs PTC
+10.2%
+8.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -5.3% | +0.5% | -5.7% | -5.2% |
| 30D | -2.3% | +0.9% | -3.2% | -2.3% |
| 3M | -7.4% | +30.4% | -37.8% | -6.4% |
| 6M | -12.2% | +34.4% | -46.6% | -9.8% |
| YTD | +38.6% | +12.6% | +26.1% | +55.0% |
| All | +18.5% | +10.2% | +8.3% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling