+2.5%
PTC vs IFF
-36.2%
+38.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -14.2% | -2.8% | -11.4% | -13.6% |
| 30D | -14.4% | -1.1% | -13.3% | -14.2% |
| 3M | -4.7% | +13.8% | -18.5% | -8.2% |
| 6M | -19.3% | +16.7% | -36.0% | -23.7% |
| YTD | -26.1% | +26.1% | -52.2% | -32.0% |
| 1Y | -37.1% | +33.5% | -70.6% | -43.3% |
| 3Y | -10.4% | +31.6% | -42.0% | -21.4% |
| 5Y | +2.5% | -34.9% | +37.3% | +17.0% |
| All | +2.5% | -36.2% | +38.7% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling