-76.5%
PCG vs IVZ
+40.3%
-116.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.0% | +5.1% | -7.1% | -3.5% |
| 30D | -2.7% | -1.6% | -1.1% | -2.5% |
| 3M | -25.1% | -9.1% | -15.9% | -23.2% |
| 6M | -22.3% | +1.8% | -24.1% | -23.6% |
| YTD | -18.5% | +10.8% | -29.3% | -22.6% |
| 1Y | -21.8% | +19.1% | -41.0% | -27.6% |
| 3Y | -21.0% | +144.4% | -165.5% | -44.1% |
| 5Y | +8.1% | +33.6% | -25.5% | -9.4% |
| All | -76.5% | +40.3% | -116.8% | -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