+313.6%
IVV vs PG
+118.2%
+195.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | -2.7% | +0.7% | -0.9% |
| 30D | -1.6% | -1.5% | -0.1% | -1.0% |
| 3M | +4.8% | -3.4% | +8.1% | +6.0% |
| 6M | +12.6% | -7.0% | +19.5% | +15.5% |
| YTD | +11.8% | +2.0% | +9.8% | +9.7% |
| 1Y | +17.6% | -6.5% | +24.0% | +19.7% |
| 3Y | +77.0% | +1.2% | +75.9% | +69.6% |
| 5Y | +82.6% | +12.8% | +69.8% | +62.8% |
| All | +313.6% | +118.2% | +195.4% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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