+11.0%
IVV vs PFGC
+13.7%
-2.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -2.7% | +8.5% | -11.2% | -3.4% |
| 30D | -5.4% | +15.0% | -20.4% | -6.4% |
| 3M | -4.1% | -6.2% | +2.1% | -3.7% |
| 6M | +0.7% | +15.7% | -15.0% | -1.1% |
| YTD | +8.7% | +19.6% | -10.8% | +6.1% |
| 1Y | +11.0% | +13.2% | -2.2% | +8.3% |
| All | +11.0% | +13.7% | -2.7% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling