+44.6%
IVZ vs PPG
+57.0%
-12.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +2.2% | +3.2% | -1.1% | -0.1% |
| 30D | -2.2% | +20.4% | -22.6% | -15.5% |
| 3M | -8.4% | +8.4% | -16.8% | -14.4% |
| 6M | +6.2% | +15.6% | -9.5% | -6.5% |
| YTD | +12.4% | +24.4% | -12.0% | -7.9% |
| 1Y | +26.0% | +32.9% | -6.9% | -2.3% |
| 3Y | +147.9% | +3.7% | +144.1% | +131.9% |
| 5Y | +38.8% | -13.7% | +52.5% | +48.0% |
| 10Y | +44.6% | +55.5% | -10.9% | -4.2% |
| All | +44.6% | +57.0% | -12.5% | -4.2% |
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