+2.7%
PTC vs IAG
+766.8%
-764.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.0% |
| YTD | -23.5% | +22.0% | -45.5% | -25.4% |
| 1Y | -37.4% | +99.5% | -136.9% | -41.5% |
| 3Y | -7.2% | +818.3% | -825.5% | -27.1% |
| 5Y | +2.7% | +785.9% | -783.2% | -22.7% |
| All | +2.7% | +766.8% | -764.1% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling