+599.2%
PTC vs IOVA
-91.6%
+690.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.1% | -6.1% |
| 7D | -10.3% | +9.7% | -20.0% | -10.5% |
| 30D | +1.1% | +102.5% | -101.4% | -0.6% |
| 3M | +1.6% | +100.7% | -99.1% | -0.3% |
| 6M | -13.5% | +106.3% | -119.8% | -15.4% |
| YTD | -19.1% | +222.0% | -241.0% | -21.8% |
| 1Y | -33.9% | +299.5% | -333.4% | -36.6% |
| 3Y | -3.9% | +42.9% | -46.8% | -7.5% |
| 5Y | +6.0% | -65.0% | +71.0% | +3.4% |
| 10Y | +223.7% | +10.3% | +213.4% | +210.9% |
| All | +599.2% | -91.6% | +690.8% | +582.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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