+4.8%
IYR vs PTC
+1.8%
+2.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +1.3% |
| 7D | -0.4% | -12.8% | +12.4% | +2.9% |
| 30D | -2.5% | -9.8% | +7.3% | -0.3% |
| 3M | +1.5% | -2.1% | +3.5% | +1.1% |
| 6M | +3.9% | -18.1% | +22.0% | +8.4% |
| YTD | +9.5% | -23.5% | +33.0% | +16.3% |
| 1Y | +7.5% | -37.4% | +44.8% | +20.8% |
| 3Y | +30.8% | -7.2% | +38.0% | +25.2% |
| 5Y | +4.8% | +2.7% | +2.1% | -7.4% |
| All | +4.8% | +1.8% | +2.9% | -7.4% |
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