+102.6%
IRM vs PTC
-2.9%
+105.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.7% | +2.6% |
| 7D | -0.5% | -10.3% | +9.8% | +1.3% |
| 30D | -8.1% | +1.1% | -9.2% | -8.5% |
| 3M | -9.7% | +1.6% | -11.3% | -10.2% |
| 6M | +10.0% | -13.5% | +23.5% | +13.9% |
| YTD | +43.0% | -19.1% | +62.1% | +50.7% |
| 1Y | +32.7% | -33.9% | +66.5% | +48.2% |
| All | +102.6% | -2.9% | +105.5% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling