+161.3%
IWM vs PTC
+326.2%
-164.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | +1.2% | +0.8% | +0.4% | +0.9% |
| 30D | +1.3% | +0.7% | +0.5% | +1.0% |
| 3M | -6.1% | +32.6% | -38.7% | -17.1% |
| 6M | -0.1% | +33.6% | -33.7% | -13.2% |
| YTD | +15.5% | +12.4% | +3.1% | +6.8% |
| 1Y | +18.1% | +11.2% | +6.9% | +9.7% |
| 3Y | +74.6% | +31.7% | +43.0% | +47.9% |
| 5Y | +24.6% | +60.1% | -35.4% | -4.4% |
| 10Y | +161.3% | +317.2% | -155.9% | +36.6% |
| All | +161.3% | +326.2% | -164.9% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling