+138.7%
IVZ vs PPG
-13.4%
+152.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -0.5% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | +3.1% | -7.8% | +10.9% | +8.7% |
| 3M | +18.2% | -2.2% | +20.4% | +19.1% |
| 6M | +38.6% | +4.1% | +34.5% | +32.5% |
| YTD | +25.9% | +9.1% | +16.8% | +15.4% |
| 1Y | +51.7% | +1.0% | +50.7% | +46.9% |
| 3Y | +138.7% | -13.3% | +151.9% | +151.9% |
| All | +138.7% | -13.4% | +152.1% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling