+306.5%
IVV vs PCG
-77.4%
+383.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -2.7% | -1.6% | -1.1% | -2.6% |
| 30D | -5.4% | +1.4% | -6.8% | -5.5% |
| 3M | -4.1% | -23.4% | +19.3% | -2.4% |
| 6M | +0.7% | -19.4% | +20.1% | +2.0% |
| YTD | +8.7% | -18.5% | +27.2% | +9.9% |
| 1Y | +11.0% | -19.5% | +30.5% | +12.3% |
| 3Y | +75.4% | -21.0% | +96.4% | +77.1% |
| 5Y | +68.3% | +13.7% | +54.6% | +65.3% |
| All | +306.5% | -77.4% | +383.9% | +315.7% |
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