+44.6%
IVZ vs PTC
+315.4%
-270.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | -2.2% | +1.1% | -3.2% | -2.6% |
| 3M | -8.4% | +30.1% | -38.6% | -20.3% |
| 6M | +6.2% | +34.0% | -27.9% | -10.2% |
| YTD | +12.4% | +12.8% | -0.4% | +2.5% |
| 1Y | +26.0% | +10.7% | +15.3% | +15.8% |
| 3Y | +147.9% | +29.6% | +118.2% | +106.7% |
| 5Y | +38.8% | +63.5% | -24.8% | +2.2% |
| 10Y | +44.6% | +316.7% | -272.1% | -31.5% |
| All | +44.6% | +315.4% | -270.8% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling