+735.8%
IVV vs PCG
-10.6%
+746.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.3% |
| 7D | -4.8% | 0.0% | -4.8% | -4.7% |
| 30D | -5.9% | +5.8% | -11.8% | -6.6% |
| 3M | -4.5% | -22.8% | +18.2% | -2.1% |
| 6M | +1.8% | -18.4% | +20.2% | +3.6% |
| YTD | +8.4% | -16.9% | +25.2% | +9.9% |
| 1Y | +9.4% | -17.6% | +27.0% | +11.0% |
| 3Y | +75.3% | -20.0% | +95.2% | +77.5% |
| 5Y | +67.8% | +16.0% | +51.8% | +62.0% |
| 10Y | +314.2% | -76.7% | +390.8% | +333.6% |
| All | +735.8% | -10.6% | +746.5% | +569.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling