+49.0%
IVZ vs PTC
+334.9%
-285.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -11.2% | +0.8% | -12.0% | -11.5% |
| 3M | -14.0% | +32.1% | -46.1% | -25.6% |
| 6M | +0.5% | +42.6% | -42.2% | -17.8% |
| YTD | +5.4% | +12.0% | -6.5% | -3.6% |
| 1Y | +19.5% | +12.2% | +7.3% | +9.0% |
| 3Y | +128.7% | +31.2% | +97.5% | +89.5% |
| 5Y | +28.8% | +54.9% | -26.1% | -2.9% |
| All | +49.0% | +334.9% | -285.9% | -29.2% |
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