+140.3%
IVZ vs PFGC
+60.5%
+79.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +0.6% | -2.2% | +2.8% | +1.7% |
| 30D | +4.0% | -11.9% | +15.9% | +10.2% |
| 3M | +18.2% | +5.0% | +13.2% | +13.4% |
| 6M | +32.8% | +8.6% | +24.2% | +24.7% |
| YTD | +28.7% | +9.7% | +19.1% | +18.4% |
| 1Y | +55.4% | -6.3% | +61.7% | +57.6% |
| All | +140.3% | +60.5% | +79.8% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling