+94.6%
IRM vs PTC
+32.2%
+62.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | -8.6% | -0.2% | -8.4% | -8.6% |
| 30D | -8.0% | +0.8% | -8.7% | -8.0% |
| 3M | -12.0% | +32.1% | -44.1% | -14.8% |
| 6M | -18.2% | +42.6% | -60.8% | -22.2% |
| YTD | +31.4% | +12.0% | +19.4% | +33.2% |
| 1Y | +9.2% | +12.2% | -3.0% | +10.7% |
| 3Y | +94.6% | +31.2% | +63.4% | +61.9% |
| All | +94.6% | +32.2% | +62.4% | +61.9% |
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