+128.7%
IVZ vs PTC
+31.8%
+96.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.7% | -7.9% |
| 7D | -6.7% | -0.1% | -6.6% | -6.7% |
| 30D | -10.9% | +0.8% | -11.7% | -11.0% |
| 3M | -14.8% | +39.6% | -54.4% | -23.3% |
| 6M | +2.4% | +41.5% | -39.1% | -9.5% |
| YTD | +5.4% | +11.7% | -6.3% | +4.6% |
| 1Y | +19.6% | +2.4% | +17.1% | +23.7% |
| All | +128.7% | +31.8% | +96.9% | +67.6% |
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 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