+6.6%
IYR vs PTC
-36.9%
+43.5%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.9% |
| 7D | -0.9% | -13.6% | +12.7% | 0.0% |
| 30D | -2.4% | -14.7% | +12.3% | -1.4% |
| 3M | -2.0% | -5.9% | +3.9% | -2.1% |
| 6M | +2.5% | -21.1% | +23.6% | +4.5% |
| YTD | +8.3% | -26.0% | +34.3% | +11.7% |
| All | +6.6% | -36.9% | +43.5% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling