+152.5%
IVZ vs PFGC
+82.6%
+69.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +7.6% | +3.4% | +4.2% | +6.1% |
| 30D | +4.3% | +16.9% | -12.6% | -3.1% |
| 3M | -9.3% | +6.4% | -15.8% | -12.2% |
| 6M | +5.2% | +16.0% | -10.8% | -3.7% |
| YTD | +13.4% | +23.6% | -10.2% | -1.5% |
| 1Y | +25.4% | +16.6% | +8.8% | +12.8% |
| 3Y | +152.5% | +82.3% | +70.2% | +71.3% |
| All | +152.5% | +82.6% | +69.9% | +71.3% |
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