+41.5%
IVZ vs PTC
+312.5%
-271.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +7.6% | +0.5% | +7.1% | +7.4% |
| 30D | +4.3% | +1.2% | +3.1% | +3.9% |
| 3M | -9.3% | +27.4% | -36.7% | -20.3% |
| 6M | +5.2% | +39.2% | -33.9% | -12.5% |
| YTD | +13.4% | +12.5% | +0.9% | +3.5% |
| 1Y | +25.4% | +12.3% | +13.1% | +14.4% |
| 3Y | +152.5% | +28.8% | +123.7% | +111.1% |
| 5Y | +36.7% | +60.9% | -24.2% | +1.4% |
| All | +41.5% | +312.5% | -271.0% | -32.6% |
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