+359.6%
IVV vs PFGC
+465.8%
-106.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -2.7% | +8.5% | -11.2% | -4.4% |
| 30D | -5.4% | +15.0% | -20.4% | -8.0% |
| 3M | -4.1% | -6.2% | +2.1% | -3.2% |
| 6M | +0.7% | +15.7% | -15.0% | -2.5% |
| YTD | +8.7% | +19.6% | -10.8% | +4.1% |
| 1Y | +11.0% | +13.2% | -2.2% | +7.3% |
| 3Y | +75.4% | +77.0% | -1.5% | +54.9% |
| 5Y | +68.3% | +121.5% | -53.1% | +40.8% |
| 10Y | +315.5% | +354.5% | -39.0% | +206.1% |
| All | +359.6% | +465.8% | -106.2% | +226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling