+29.0%
PTC vs IONS
-40.7%
+69.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.3% |
| 7D | +0.8% | -29.6% | +30.5% | +3.1% |
| 30D | +1.2% | -35.6% | +36.7% | +4.1% |
| 3M | +32.6% | -51.7% | +84.3% | +39.2% |
| 6M | +36.1% | -64.0% | +100.1% | +45.7% |
| YTD | +12.7% | -65.5% | +78.1% | +20.8% |
| 1Y | +10.2% | -62.4% | +72.6% | +16.9% |
| All | +29.0% | -40.7% | +69.7% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 3y: compounded portfolio wealth divided by compounded IONS 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…
3y analysis · Full analysis span regression · 6 months rolling