+726.5%
IWD vs PTC
+583.7%
+142.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.4% | +0.6% |
| 7D | -0.3% | -10.3% | +10.0% | +2.0% |
| 30D | +0.6% | +1.1% | -0.6% | +0.2% |
| 3M | +7.2% | +1.6% | +5.6% | +6.1% |
| 6M | +16.2% | -13.5% | +29.7% | +18.6% |
| YTD | +23.3% | -19.1% | +42.4% | +27.4% |
| 1Y | +29.6% | -33.9% | +63.4% | +39.4% |
| 3Y | +70.5% | -3.9% | +74.4% | +67.7% |
| 5Y | +73.5% | +6.0% | +67.4% | +65.0% |
| 10Y | +198.3% | +223.7% | -25.4% | +117.5% |
| All | +726.5% | +583.7% | +142.8% | +333.6% |
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