+760.2%
IVV vs PG
+970.7%
-210.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +2.6% | +2.7% | -0.1% | +1.3% |
| 30D | -2.0% | +9.2% | -11.2% | -6.3% |
| 3M | -2.8% | +18.5% | -21.3% | -10.8% |
| 6M | +2.2% | +21.1% | -18.9% | -7.7% |
| YTD | +11.5% | +21.9% | -10.4% | -0.1% |
| 1Y | +13.5% | +18.1% | -4.6% | +3.1% |
| 3Y | +78.1% | +20.6% | +57.5% | +56.7% |
| 5Y | +73.1% | +31.8% | +41.3% | +43.8% |
| 10Y | +310.4% | +166.5% | +144.0% | +132.1% |
| All | +760.2% | +970.7% | -210.5% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling