+37.3%
IVZ vs PTC
+55.4%
-18.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.3% | +6.6% |
| 7D | +4.1% | +0.8% | +3.3% | +3.8% |
| 30D | -2.0% | +0.7% | -2.8% | -2.3% |
| 3M | -7.8% | +32.6% | -40.4% | -19.1% |
| 6M | +6.3% | +33.6% | -27.3% | -8.1% |
| YTD | +12.6% | +12.4% | +0.1% | +5.9% |
| 1Y | +27.6% | +11.2% | +16.4% | +20.7% |
| 3Y | +154.0% | +31.7% | +122.4% | +108.4% |
| 5Y | +37.3% | +60.1% | -22.8% | -1.7% |
| All | +37.3% | +55.4% | -18.1% | -1.7% |
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