+2.9%
PCG vs IVZ
+51.7%
-48.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +3.8% |
| 7D | +5.4% | +1.1% | +4.3% | +5.3% |
| 30D | -15.1% | +3.1% | -18.2% | -15.4% |
| 3M | -9.8% | +18.2% | -28.0% | -11.2% |
| 6M | -18.0% | +38.6% | -56.6% | -21.3% |
| YTD | -7.2% | +25.9% | -33.2% | -10.0% |
| 1Y | +2.9% | +51.7% | -48.8% | -7.9% |
| All | +2.9% | +51.7% | -48.8% | -7.9% |
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