+200.2%
PTC vs IFF
-20.3%
+220.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -7.3% | -3.2% | -4.1% | -6.3% |
| 30D | -11.6% | -0.3% | -11.3% | -11.6% |
| 3M | +10.5% | +8.4% | +2.0% | +7.2% |
| 6M | -17.8% | +23.0% | -40.8% | -24.9% |
| YTD | -24.9% | +25.5% | -50.4% | -32.2% |
| 1Y | -36.8% | +29.1% | -65.9% | -43.7% |
| 3Y | -8.7% | +31.7% | -40.4% | -21.7% |
| 5Y | +4.1% | -35.2% | +39.3% | +15.0% |
| All | +200.2% | -20.3% | +220.4% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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