+315.1%
IVV vs PCG
-75.9%
+391.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.6% |
| 7D | +0.1% | -13.9% | +14.0% | +1.0% |
| 30D | +0.1% | -16.9% | +16.9% | +1.2% |
| 3M | +2.0% | -14.7% | +16.7% | +2.9% |
| 6M | +13.0% | -23.8% | +36.9% | +15.0% |
| YTD | +13.6% | -10.5% | +24.1% | +14.1% |
| 1Y | +20.1% | -5.1% | +25.2% | +19.9% |
| 3Y | +77.6% | -11.6% | +89.2% | +77.8% |
| 5Y | +82.5% | +59.0% | +23.5% | +75.3% |
| All | +315.1% | -75.9% | +391.0% | +327.1% |
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