+37.3%
IVZ vs PFGC
+129.3%
-92.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +2.2% | +15.0% | -12.9% | -4.7% |
| 30D | -2.2% | +17.0% | -19.2% | -9.7% |
| 3M | -8.4% | -2.5% | -6.0% | -7.9% |
| 6M | +6.2% | +19.2% | -13.0% | -4.4% |
| YTD | +12.4% | +23.4% | -11.0% | -1.9% |
| 1Y | +26.0% | +13.9% | +12.1% | +14.8% |
| 3Y | +147.9% | +82.0% | +65.9% | +73.8% |
| All | +37.3% | +129.3% | -92.0% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling