+72.4%
IWD vs PTC
-3.9%
+76.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.4% | +0.4% |
| 7D | -0.3% | -10.3% | +10.0% | +1.6% |
| 30D | +0.6% | +1.1% | -0.6% | +0.2% |
| 3M | +7.2% | +1.6% | +5.6% | +6.5% |
| 6M | +16.2% | -13.5% | +29.7% | +19.7% |
| YTD | +23.3% | -19.1% | +42.4% | +29.0% |
| 1Y | +29.6% | -33.9% | +63.4% | +43.0% |
| All | +72.4% | -3.9% | +76.3% | +59.3% |
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 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