+766.3%
IVV vs PG
+957.3%
-190.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -2.3% | +10.2% | -12.5% | -7.0% |
| 3M | -1.2% | +16.2% | -17.4% | -8.4% |
| 6M | +3.3% | +18.6% | -15.3% | -5.7% |
| YTD | +12.3% | +20.4% | -8.1% | +1.2% |
| 1Y | +12.5% | +16.2% | -3.6% | +3.0% |
| 3Y | +79.2% | +19.9% | +59.3% | +58.0% |
| 5Y | +75.6% | +30.3% | +45.4% | +46.7% |
| 10Y | +313.4% | +163.1% | +150.2% | +135.2% |
| All | +766.3% | +957.3% | -190.9% | +223.9% |
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 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