+44.6%
IVZ vs PFGC
+366.4%
-321.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.2% | +15.0% | -12.9% | -3.1% |
| 30D | -2.2% | +17.0% | -19.2% | -7.9% |
| 3M | -8.4% | -2.5% | -6.0% | -8.1% |
| 6M | +6.2% | +19.2% | -13.0% | -1.5% |
| YTD | +12.4% | +23.4% | -11.0% | +2.2% |
| 1Y | +26.0% | +13.9% | +12.1% | +17.9% |
| 3Y | +147.9% | +82.0% | +65.9% | +95.3% |
| 5Y | +38.8% | +128.7% | -89.9% | -0.6% |
| 10Y | +44.6% | +361.5% | -317.0% | -6.9% |
| All | +44.6% | +366.4% | -321.8% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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