+65.1%
IVZ vs PFG
+110.8%
-45.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 6M | +32.8% | +27.9% | +4.9% | +5.7% |
| YTD | +28.7% | +35.6% | -6.8% | -2.9% |
| 1Y | +55.4% | +48.5% | +6.9% | +7.7% |
| 3Y | +135.2% | +66.9% | +68.3% | +46.0% |
| All | +65.1% | +110.8% | -45.7% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling