+63.4%
IVZ vs PPG
+23.8%
+39.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | +1.0% |
| 7D | +1.2% | -3.7% | +4.9% | +4.1% |
| 30D | +1.8% | -7.2% | +9.0% | +7.7% |
| 3M | +15.7% | -7.3% | +23.1% | +21.8% |
| 6M | +36.3% | +0.3% | +36.1% | +33.4% |
| YTD | +24.9% | +6.5% | +18.4% | +15.9% |
| 1Y | +48.9% | +0.5% | +48.4% | +43.7% |
| 3Y | +136.8% | -15.3% | +152.1% | +160.1% |
| 5Y | +60.0% | -22.9% | +82.9% | +85.8% |
| 10Y | +63.4% | +28.4% | +35.0% | +23.9% |
| All | +63.4% | +23.8% | +39.5% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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