+11.0%
IVV vs PCG
-20.1%
+31.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | -2.7% | -1.6% | -1.1% | -2.7% |
| 30D | -5.4% | +1.4% | -6.8% | -5.4% |
| 3M | -4.1% | -23.4% | +19.3% | -3.8% |
| 6M | +0.7% | -19.4% | +20.1% | +0.9% |
| YTD | +8.7% | -18.5% | +27.2% | +10.0% |
| 1Y | +11.0% | -19.5% | +30.5% | +13.4% |
| All | +11.0% | -20.1% | +31.1% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling