+2,300.9%
PTC vs IAG
+337.4%
+1,963.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -7.0% | -0.3% |
| 7D | -0.2% | +21.4% | -21.7% | -1.7% |
| 30D | +0.8% | +4.0% | -3.3% | +0.3% |
| 3M | +32.1% | +17.0% | +15.1% | +30.2% |
| 6M | +42.6% | +1.4% | +41.2% | +41.4% |
| YTD | +12.0% | +13.8% | -1.8% | +9.2% |
| 1Y | +12.2% | +55.8% | -43.7% | +6.6% |
| 3Y | +31.2% | +647.4% | -616.2% | +7.6% |
| 5Y | +54.9% | +519.1% | -464.3% | +25.0% |
| 10Y | +343.1% | +345.6% | -2.5% | +248.1% |
| All | +2,300.9% | +337.4% | +1,963.5% | +1,526.2% |
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