+1,635.6%
PTC vs IAG
+377.5%
+1,258.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -5.9% |
| 7D | -10.3% | -0.5% | -9.7% | -10.2% |
| 30D | +1.1% | +28.9% | -27.7% | -0.8% |
| 3M | +1.6% | +19.1% | -17.5% | -0.1% |
| 6M | -13.5% | -10.3% | -3.2% | -13.5% |
| YTD | -19.1% | +24.2% | -43.2% | -21.4% |
| 1Y | -33.9% | +116.5% | -150.4% | -38.7% |
| 3Y | -3.9% | +742.8% | -746.7% | -21.9% |
| 5Y | +6.0% | +753.3% | -747.3% | -16.4% |
| 10Y | +223.7% | +403.2% | -179.5% | +151.6% |
| All | +1,635.6% | +377.5% | +1,258.1% | +1,070.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling