+137.5%
IVZ vs PFG
+978.4%
-840.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.8% | -4.2% | -5.5% |
| 7D | -6.7% | -0.7% | -6.0% | -6.1% |
| 30D | -10.9% | +2.8% | -13.7% | -12.4% |
| 3M | -14.8% | -1.0% | -13.8% | -14.4% |
| 6M | +2.4% | +13.6% | -11.2% | -6.2% |
| YTD | +5.4% | +31.1% | -25.6% | -12.0% |
| 1Y | +19.6% | +43.8% | -24.2% | -6.0% |
| 3Y | +122.4% | +75.0% | +47.4% | +55.1% |
| 5Y | +28.8% | +95.2% | -66.5% | -15.9% |
| 10Y | +52.3% | +207.5% | -155.2% | -25.0% |
| All | +137.5% | +978.4% | -840.9% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling