+69.2%
IYR vs PTC
+196.2%
-126.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.3% |
| 7D | -0.9% | -13.6% | +12.7% | +2.7% |
| 30D | -2.4% | -14.7% | +12.3% | +1.4% |
| 3M | -2.0% | -5.9% | +3.9% | -1.4% |
| 6M | +2.5% | -21.1% | +23.6% | +7.8% |
| YTD | +8.3% | -26.0% | +34.3% | +15.6% |
| 1Y | +6.5% | -36.8% | +43.3% | +18.4% |
| 3Y | +29.3% | -10.3% | +39.6% | +27.5% |
| 5Y | +5.7% | +1.2% | +4.5% | -1.2% |
| 10Y | +69.2% | +198.3% | -129.1% | +19.6% |
| All | +69.2% | +196.2% | -126.9% | +19.6% |
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