+203.4%
PTC vs IAG
+371.0%
-167.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -5.4% |
| 7D | -12.8% | +4.3% | -17.0% | -13.0% |
| 30D | -9.8% | +9.8% | -19.6% | -10.3% |
| 3M | -2.1% | +28.9% | -31.0% | -3.8% |
| 6M | -18.1% | -7.6% | -10.5% | -18.1% |
| YTD | -23.5% | +22.0% | -45.5% | -25.3% |
| 1Y | -37.4% | +99.5% | -136.9% | -41.1% |
| 3Y | -7.2% | +818.3% | -825.5% | -23.8% |
| 5Y | +2.7% | +785.9% | -783.2% | -18.3% |
| 10Y | +203.4% | +381.1% | -177.7% | +145.4% |
| All | +203.4% | +371.0% | -167.5% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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