+28.8%
IVZ vs PTC
+59.6%
-30.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.7% | -7.9% |
| 7D | -6.7% | -0.1% | -6.6% | -6.6% |
| 30D | -10.9% | +0.8% | -11.7% | -11.1% |
| 3M | -14.8% | +39.6% | -54.4% | -27.1% |
| 6M | +2.4% | +41.5% | -39.1% | -14.5% |
| YTD | +5.4% | +11.7% | -6.3% | -0.6% |
| 1Y | +19.6% | +2.4% | +17.1% | +17.8% |
| 3Y | +122.4% | +31.9% | +90.5% | +82.0% |
| 5Y | +28.8% | +54.5% | -25.8% | -6.8% |
| All | +28.8% | +59.6% | -30.9% | -6.8% |
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