+121.2%
PTC vs IBN
+1,532.9%
-1,411.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.8% |
| 7D | -10.3% | +1.4% | -11.7% | -10.6% |
| 30D | +1.1% | -0.3% | +1.5% | +1.2% |
| 3M | +1.6% | +17.1% | -15.5% | -3.1% |
| 6M | -13.5% | +3.4% | -16.9% | -14.6% |
| YTD | -19.1% | +2.5% | -21.6% | -20.1% |
| 1Y | -33.9% | -4.2% | -29.7% | -33.5% |
| 3Y | -3.9% | +32.4% | -36.3% | -12.8% |
| 5Y | +6.0% | +59.2% | -53.1% | -9.2% |
| 10Y | +223.7% | +345.7% | -121.9% | +94.2% |
| All | +121.2% | +1,532.9% | -1,411.7% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling