+9,733.9%
IRM vs PTC
+386.5%
+9,347.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -5.3% | +0.5% | -5.7% | -5.3% |
| 30D | -2.3% | +0.9% | -3.2% | -2.4% |
| 3M | -7.4% | +30.4% | -37.8% | -11.5% |
| 6M | -12.2% | +34.4% | -46.6% | -16.8% |
| YTD | +38.6% | +12.6% | +26.1% | +34.3% |
| 1Y | +14.9% | +10.2% | +4.7% | +11.6% |
| 3Y | +108.2% | +29.4% | +78.8% | +96.6% |
| 5Y | +183.8% | +63.7% | +120.1% | +158.5% |
| 10Y | +512.6% | +316.9% | +195.7% | +382.0% |
| All | +9,733.9% | +386.5% | +9,347.4% | +5,981.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling