+2,310.7%
PTC vs IAG
+362.6%
+1,948.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.3% | 0.0% |
| 7D | +0.8% | +24.0% | -23.2% | -0.8% |
| 30D | +0.7% | +5.5% | -4.8% | +0.2% |
| 3M | +32.6% | +8.3% | +24.3% | +31.5% |
| 6M | +33.6% | +6.1% | +27.5% | +32.0% |
| YTD | +12.4% | +20.3% | -7.9% | +9.2% |
| 1Y | +11.2% | +56.5% | -45.2% | +5.7% |
| 3Y | +31.7% | +762.6% | -730.9% | +6.8% |
| 5Y | +60.1% | +546.3% | -486.2% | +28.8% |
| 10Y | +317.2% | +356.1% | -38.9% | +227.4% |
| All | +2,310.7% | +362.6% | +1,948.1% | +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