+48.3%
IVZ vs PFGC
+478.7%
-430.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.2% |
| 7D | +5.1% | +0.3% | +4.9% | +5.1% |
| 30D | -1.6% | +16.1% | -17.7% | -6.9% |
| 3M | -9.1% | +2.4% | -11.5% | -10.3% |
| 6M | +1.8% | +15.7% | -13.9% | -4.4% |
| YTD | +10.8% | +22.3% | -11.4% | +1.4% |
| 1Y | +19.1% | +13.9% | +5.3% | +11.7% |
| 3Y | +144.4% | +80.3% | +64.1% | +94.8% |
| 5Y | +33.6% | +136.1% | -102.6% | -4.1% |
| 10Y | +41.7% | +347.9% | -306.2% | -10.1% |
| All | +48.3% | +478.7% | -430.5% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling