+700.6%
IYR vs PTC
+412.8%
+287.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +0.6% |
| 7D | -1.2% | -10.3% | +9.0% | +1.1% |
| 30D | -2.9% | +1.1% | -4.0% | -3.3% |
| 3M | +0.8% | +1.6% | -0.8% | -0.2% |
| 6M | +1.9% | -13.5% | +15.3% | +4.1% |
| YTD | +9.6% | -19.1% | +28.7% | +13.4% |
| 1Y | +8.1% | -33.9% | +42.0% | +16.7% |
| 3Y | +29.2% | -3.9% | +33.1% | +26.8% |
| 5Y | +4.3% | +6.0% | -1.7% | -1.1% |
| 10Y | +64.7% | +223.7% | -159.0% | +17.6% |
| All | +700.6% | +412.8% | +287.8% | +328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling