+68.2%
IVV vs PTC
+55.9%
+12.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -5.4% | +0.8% | -6.1% | -5.5% |
| 3M | -4.1% | +32.1% | -36.2% | -11.9% |
| 6M | +0.7% | +42.6% | -41.9% | -10.7% |
| YTD | +8.7% | +12.0% | -3.2% | +4.8% |
| 1Y | +11.0% | +12.2% | -1.2% | +6.8% |
| 3Y | +75.4% | +31.2% | +44.2% | +52.1% |
| All | +68.2% | +55.9% | +12.2% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling