+42.4%
IVZ vs PFG
+189.4%
-146.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.1% |
| 7D | -2.8% | -2.2% | -0.5% | -0.6% |
| 30D | -2.2% | +6.4% | -8.5% | -6.9% |
| 3M | -8.1% | +2.2% | -10.3% | -10.0% |
| 6M | +3.8% | +16.3% | -12.5% | -9.3% |
| YTD | +11.5% | +33.2% | -21.8% | -13.2% |
| 1Y | +23.7% | +40.6% | -16.9% | -8.0% |
| 3Y | +145.8% | +83.3% | +62.4% | +46.2% |
| 5Y | +36.1% | +97.7% | -61.6% | -24.6% |
| 10Y | +42.4% | +189.9% | -147.4% | -45.2% |
| All | +42.4% | +189.4% | -146.9% | -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