-16.0%
PCG vs IVZ
+30.5%
-46.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | +0.5% |
| 7D | +1.9% | +2.6% | -0.7% | +1.7% |
| 30D | +8.5% | -3.5% | +12.0% | +8.7% |
| 3M | -22.9% | -7.4% | -15.5% | -22.5% |
| 6M | -16.8% | +14.7% | -31.5% | -17.6% |
| YTD | -15.8% | +14.6% | -30.4% | -17.0% |
| 1Y | -16.0% | +30.7% | -46.7% | -19.9% |
| All | -16.0% | +30.5% | -46.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling