+74.8%
IVV vs PTC
+31.8%
+43.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -4.8% | -0.1% | -4.7% | -4.7% |
| 30D | -5.9% | +0.8% | -6.7% | -6.0% |
| 3M | -4.5% | +39.6% | -44.1% | -10.5% |
| 6M | +1.8% | +41.5% | -39.6% | -5.2% |
| YTD | +8.4% | +11.7% | -3.3% | +8.0% |
| 1Y | +9.4% | +2.4% | +7.0% | +12.0% |
| All | +74.8% | +31.8% | +43.0% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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