+208.4%
PTC vs IBN
+319.4%
-111.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -4.7% |
| 7D | -12.8% | -2.2% | -10.6% | -12.1% |
| 30D | -9.8% | -2.3% | -7.5% | -9.2% |
| 3M | -2.1% | +15.9% | -17.9% | -6.7% |
| 6M | -18.1% | +5.6% | -23.7% | -19.8% |
| YTD | -23.5% | -0.1% | -23.4% | -23.9% |
| 1Y | -37.4% | -6.5% | -30.8% | -36.4% |
| 3Y | -7.2% | +29.3% | -36.5% | -16.2% |
| 5Y | +2.7% | +56.6% | -53.9% | -13.6% |
| All | +208.4% | +319.4% | -111.0% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling