+1.6%
PG vs IVZ
+134.7%
-133.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.6% |
| 7D | -0.8% | -2.4% | +1.6% | -0.8% |
| 30D | +0.8% | +3.0% | -2.2% | +0.8% |
| 3M | -1.3% | +14.9% | -16.2% | -1.3% |
| 6M | -3.8% | +36.7% | -40.6% | -3.8% |
| YTD | +3.6% | +25.7% | -22.0% | +3.5% |
| 1Y | -5.7% | +47.7% | -53.4% | -5.8% |
| 3Y | +1.6% | +138.8% | -137.2% | -1.5% |
| All | +1.6% | +134.7% | -133.1% | -1.5% |
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