+1,077.8%
IVZ vs PPG
+992.1%
+85.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -0.2% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | +3.1% | -7.8% | +10.9% | +9.8% |
| 3M | +18.2% | -2.2% | +20.4% | +19.3% |
| 6M | +38.6% | +4.1% | +34.5% | +31.5% |
| YTD | +25.9% | +9.1% | +16.8% | +14.6% |
| 1Y | +51.7% | +1.0% | +50.7% | +45.8% |
| 3Y | +138.7% | -13.3% | +151.9% | +157.5% |
| 5Y | +62.8% | -19.2% | +82.0% | +82.7% |
| 10Y | +60.9% | +25.9% | +35.0% | +22.4% |
| All | +1,077.8% | +992.1% | +85.7% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling