+55.4%
IVZ vs PFG
+51.4%
+4.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +2.3% |
| 7D | +0.6% | +5.5% | -4.9% | -3.7% |
| 30D | +4.0% | +2.4% | +1.6% | +2.0% |
| 3M | +18.2% | +13.6% | +4.6% | +5.4% |
| 6M | +32.8% | +27.9% | +4.9% | +6.3% |
| YTD | +28.7% | +35.6% | -6.8% | -1.7% |
| 1Y | +55.4% | +48.5% | +6.9% | +11.1% |
| All | +55.4% | +51.4% | +4.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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