+140.3%
IVZ vs PFG
+67.7%
+72.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +2.5% |
| 7D | +0.6% | +5.5% | -4.9% | -4.4% |
| 30D | +4.0% | +2.4% | +1.6% | +1.6% |
| 3M | +18.2% | +13.6% | +4.6% | +4.3% |
| 6M | +32.8% | +27.9% | +4.9% | +5.0% |
| YTD | +28.7% | +35.6% | -6.8% | -3.8% |
| 1Y | +55.4% | +48.5% | +6.9% | +6.5% |
| All | +140.3% | +67.7% | +72.7% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling