+8.2%
PCG vs IVZ
+1,117.8%
-1,109.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.2% |
| 7D | -13.9% | +0.6% | -14.5% | -14.0% |
| 30D | -16.9% | +4.0% | -20.9% | -17.5% |
| 3M | -14.7% | +18.2% | -32.9% | -17.6% |
| 6M | -23.8% | +32.8% | -56.6% | -28.2% |
| YTD | -10.5% | +28.7% | -39.2% | -15.4% |
| 1Y | -5.1% | +55.4% | -60.5% | -13.5% |
| 3Y | -11.6% | +135.2% | -146.8% | -26.8% |
| 5Y | +59.0% | +64.2% | -5.2% | +38.3% |
| 10Y | -75.7% | +64.6% | -140.3% | -80.2% |
| All | +8.2% | +1,117.8% | -1,109.6% | -33.9% |
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 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