+60.0%
IVZ vs PPG
-20.0%
+79.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | +0.9% |
| 7D | +1.2% | -3.7% | +4.9% | +4.0% |
| 30D | +1.8% | -7.2% | +9.0% | +7.4% |
| 3M | +15.7% | -7.3% | +23.1% | +21.5% |
| 6M | +36.3% | +0.3% | +36.1% | +33.6% |
| YTD | +24.9% | +6.5% | +18.4% | +16.1% |
| 1Y | +48.9% | +0.5% | +48.4% | +44.0% |
| 3Y | +136.8% | -15.3% | +152.1% | +159.4% |
| 5Y | +60.0% | -22.9% | +82.9% | +78.6% |
| All | +60.0% | -20.0% | +79.9% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling