-18.3%
PCG vs IVZ
+152.3%
-170.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.7% |
| 7D | +2.2% | +7.6% | -5.4% | +0.7% |
| 30D | +0.8% | +4.3% | -3.6% | -0.2% |
| 3M | -23.8% | -9.3% | -14.5% | -22.5% |
| 6M | -19.6% | +5.2% | -24.9% | -20.9% |
| YTD | -16.7% | +13.4% | -30.2% | -19.8% |
| 1Y | -19.4% | +25.4% | -44.8% | -24.3% |
| 3Y | -18.3% | +152.5% | -170.8% | -39.6% |
| All | -18.3% | +152.3% | -170.6% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling