+1,018.4%
IVV vs PFG
+1,015.3%
+3.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +0.1% | +5.5% | -5.4% | -1.6% |
| 30D | +0.1% | +2.4% | -2.3% | -0.8% |
| 3M | +2.0% | +13.6% | -11.6% | -2.2% |
| 6M | +13.0% | +27.9% | -14.8% | +4.4% |
| YTD | +13.6% | +35.6% | -22.0% | +2.9% |
| 1Y | +20.1% | +48.5% | -28.4% | +5.5% |
| 3Y | +77.6% | +66.9% | +10.7% | +49.3% |
| 5Y | +82.5% | +111.0% | -28.5% | +41.4% |
| 10Y | +316.5% | +244.5% | +72.0% | +164.2% |
| All | +1,018.4% | +1,015.3% | +3.2% | +304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling