+728.9%
IWD vs PTC
+845.8%
-116.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.5% | -0.2% | -0.2% | -0.4% |
| 30D | +2.7% | +0.8% | +1.9% | +2.5% |
| 3M | +0.9% | +32.1% | -31.2% | -6.0% |
| 6M | +10.5% | +42.6% | -32.1% | +0.6% |
| YTD | +23.7% | +12.0% | +11.7% | +18.0% |
| 1Y | +28.7% | +12.2% | +16.6% | +22.7% |
| 3Y | +79.7% | +31.2% | +48.5% | +63.9% |
| 5Y | +69.7% | +54.9% | +14.8% | +47.6% |
| 10Y | +211.4% | +343.1% | -131.7% | +110.3% |
| All | +728.9% | +845.8% | -116.8% | +301.8% |
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