+83.6%
IYR vs PTC
+312.5%
-228.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +6.6% | +1.2% | +5.3% | +6.3% |
| 3M | -1.8% | +27.4% | -29.2% | -8.6% |
| 6M | +1.4% | +39.2% | -37.8% | -8.4% |
| YTD | +10.5% | +12.5% | -2.0% | +5.2% |
| 1Y | +10.6% | +12.3% | -1.6% | +5.3% |
| 3Y | +41.8% | +28.8% | +13.0% | +26.8% |
| 5Y | +6.0% | +60.9% | -54.8% | -12.4% |
| All | +83.6% | +312.5% | -228.9% | +18.6% |
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