+78.1%
IVV vs PCG
-19.3%
+97.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | +2.6% | +2.2% | +0.4% | +2.3% |
| 30D | -2.0% | +0.8% | -2.8% | -2.1% |
| 3M | -2.8% | -23.8% | +21.0% | +0.1% |
| 6M | +2.2% | -19.6% | +21.8% | +4.1% |
| YTD | +11.5% | -16.7% | +28.3% | +12.7% |
| 1Y | +13.5% | -19.4% | +32.9% | +15.4% |
| 3Y | +78.1% | -18.3% | +96.4% | +79.0% |
| All | +78.1% | -19.3% | +97.4% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling