+5,792.1%
PTC vs IFF
+833.5%
+4,958.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -2.6% |
| 7D | -13.6% | -3.0% | -10.5% | -12.4% |
| 30D | -14.7% | -0.9% | -13.7% | -14.3% |
| 3M | -5.9% | +11.8% | -17.7% | -11.2% |
| 6M | -21.1% | +16.5% | -37.7% | -28.4% |
| YTD | -26.0% | +26.5% | -52.5% | -35.6% |
| 1Y | -36.8% | +32.7% | -69.5% | -46.5% |
| 3Y | -10.3% | +32.0% | -42.3% | -26.3% |
| 5Y | +1.2% | -36.1% | +37.3% | +11.7% |
| 10Y | +198.3% | -20.1% | +218.3% | +176.1% |
| All | +5,792.1% | +833.5% | +4,958.7% | +1,167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling