+39.1%
IWM vs PTC
+6.0%
+33.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +2.5% |
| 7D | +0.1% | -10.3% | +10.4% | +4.0% |
| 30D | -1.3% | +1.1% | -2.4% | -2.2% |
| 3M | +1.6% | +1.6% | 0.0% | -0.4% |
| 6M | +13.6% | -13.5% | +27.0% | +18.7% |
| YTD | +20.8% | -19.1% | +39.8% | +29.5% |
| 1Y | +26.4% | -33.9% | +60.3% | +48.6% |
| 3Y | +60.7% | -3.9% | +64.6% | +53.3% |
| All | +39.1% | +6.0% | +33.1% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling