-2.7%
PTC vs IAG
+790.4%
-793.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -6.0% |
| 7D | -10.3% | -0.5% | -9.7% | -10.3% |
| 30D | +1.1% | +28.9% | -27.7% | +0.7% |
| 3M | +1.6% | +19.1% | -17.5% | +1.4% |
| 6M | -13.5% | -10.3% | -3.2% | -12.8% |
| YTD | -19.1% | +24.2% | -43.2% | -19.8% |
| 1Y | -33.9% | +116.5% | -150.4% | -36.3% |
| All | -2.7% | +790.4% | -793.1% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling