+316.1%
IVV vs PFGC
+300.0%
+16.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -0.4% | -3.7% | +3.4% | +0.4% |
| 30D | -1.4% | -16.0% | +14.6% | +1.9% |
| 3M | +3.7% | -4.1% | +7.8% | +4.3% |
| 6M | +13.0% | +8.7% | +4.3% | +10.8% |
| YTD | +12.4% | +6.4% | +6.1% | +10.3% |
| 1Y | +18.6% | -8.4% | +27.0% | +19.6% |
| 3Y | +78.1% | +61.8% | +16.3% | +60.1% |
| 5Y | +82.3% | +108.7% | -26.4% | +54.3% |
| All | +316.1% | +300.0% | +16.2% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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