+44.6%
IVZ vs PFG
+195.4%
-150.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.6% |
| 7D | +2.2% | +3.0% | -0.8% | -0.1% |
| 30D | -2.2% | +8.2% | -10.3% | -8.2% |
| 3M | -8.4% | +2.7% | -11.1% | -10.6% |
| 6M | +6.2% | +17.2% | -11.1% | -7.8% |
| YTD | +12.4% | +34.8% | -22.4% | -13.3% |
| 1Y | +26.0% | +43.6% | -17.6% | -7.9% |
| 3Y | +147.9% | +85.4% | +62.4% | +46.0% |
| 5Y | +38.8% | +102.2% | -63.4% | -24.5% |
| 10Y | +44.6% | +190.2% | -145.6% | -44.3% |
| All | +44.6% | +195.4% | -150.8% | -44.3% |
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