+306.5%
IVV vs PFG
+195.7%
+110.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -5.4% | +2.0% | -7.4% | -6.2% |
| 3M | -4.1% | -3.2% | -0.9% | -3.1% |
| 6M | +0.7% | +10.9% | -10.2% | -3.9% |
| YTD | +8.7% | +28.8% | -20.1% | -2.6% |
| 1Y | +11.0% | +39.2% | -28.2% | -3.7% |
| 3Y | +75.4% | +75.0% | +0.4% | +36.8% |
| 5Y | +68.3% | +91.9% | -23.6% | +24.5% |
| All | +306.5% | +195.7% | +110.8% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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