+41.5%
IVZ vs PFG
+184.0%
-142.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +1.9% |
| 7D | +7.6% | +2.4% | +5.2% | +5.6% |
| 30D | +4.3% | +5.9% | -1.5% | -0.4% |
| 3M | -9.3% | -0.4% | -8.9% | -9.2% |
| 6M | +5.2% | +14.8% | -9.6% | -7.0% |
| YTD | +13.4% | +31.9% | -18.5% | -10.9% |
| 1Y | +25.4% | +38.8% | -13.4% | -5.7% |
| 3Y | +152.5% | +82.4% | +70.1% | +50.8% |
| 5Y | +36.7% | +94.7% | -58.0% | -23.3% |
| All | +41.5% | +184.0% | -142.5% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling