-76.7%
PCG vs IVZ
+55.7%
-132.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.8% | -5.4% | -0.7% |
| 7D | -1.1% | +4.1% | -5.2% | -2.4% |
| 30D | +0.1% | -2.0% | +2.1% | +0.4% |
| 3M | -24.4% | -7.8% | -16.6% | -22.9% |
| 6M | -17.7% | +6.3% | -24.0% | -20.1% |
| YTD | -17.4% | +12.6% | -30.0% | -21.9% |
| 1Y | -19.4% | +27.6% | -47.0% | -26.9% |
| 3Y | -18.6% | +154.0% | -172.6% | -43.0% |
| 5Y | +10.2% | +37.3% | -27.1% | -8.4% |
| 10Y | -76.7% | +50.5% | -127.2% | -84.2% |
| All | -76.7% | +55.7% | -132.4% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling