+309.6%
IVV vs PCG
-77.2%
+386.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +2.3% |
| 7D | +0.1% | -1.1% | +1.1% | +0.2% |
| 30D | -3.3% | +0.1% | -3.4% | -3.3% |
| 3M | -2.4% | -24.4% | +22.1% | -0.6% |
| 6M | +2.6% | -17.7% | +20.3% | +3.7% |
| YTD | +11.3% | -17.4% | +28.7% | +12.4% |
| 1Y | +13.4% | -19.4% | +32.8% | +14.8% |
| 3Y | +80.3% | -18.6% | +98.9% | +81.6% |
| 5Y | +72.7% | +10.2% | +62.5% | +69.9% |
| 10Y | +309.6% | -76.7% | +386.3% | +316.2% |
| All | +309.6% | -77.2% | +386.9% | +316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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