+30.2%
IYR vs PTC
-2.9%
+33.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +0.3% |
| 7D | -1.2% | -10.3% | +9.0% | +0.5% |
| 30D | -2.9% | +1.1% | -4.0% | -3.2% |
| 3M | +0.8% | +1.6% | -0.8% | +0.1% |
| 6M | +1.9% | -13.5% | +15.3% | +4.3% |
| YTD | +9.6% | -19.1% | +28.7% | +13.8% |
| 1Y | +8.1% | -33.9% | +42.0% | +17.4% |
| All | +30.2% | -2.9% | +33.1% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling