-4.6%
PTC vs IRE
-97.2%
+92.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +39.6% | -39.3% | +1.0% |
| 7D | -0.2% | -27.2% | +26.9% | -0.5% |
| 30D | +0.8% | -75.1% | +75.9% | -1.5% |
| 3M | +32.1% | -77.9% | +110.0% | +29.3% |
| 6M | +42.6% | -94.6% | +137.2% | +38.4% |
| YTD | +12.0% | -91.5% | +103.5% | +6.8% |
| 1Y | +12.2% | -97.8% | +110.0% | +10.5% |
| All | -4.6% | -97.2% | +92.6% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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