-1.5%
PCG vs IVZ
+897.2%
-898.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.6% | -2.4% | +0.9% | -1.2% |
| 30D | +1.4% | -11.2% | +12.6% | +3.5% |
| 3M | -23.4% | -14.0% | -9.4% | -21.4% |
| 6M | -19.4% | +0.5% | -19.8% | -19.9% |
| YTD | -18.5% | +5.4% | -23.9% | -20.1% |
| 1Y | -19.5% | +19.5% | -39.0% | -23.1% |
| 3Y | -21.0% | +128.7% | -149.7% | -34.2% |
| 5Y | +13.7% | +28.8% | -15.0% | +3.4% |
| 10Y | -77.2% | +52.3% | -129.5% | -81.0% |
| All | -1.5% | +897.2% | -898.7% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling