+1,691.6%
PG vs IVZ
+1,081.7%
+609.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -3.4% | +1.2% | -4.6% | -3.5% |
| 30D | -2.6% | +1.8% | -4.4% | -2.8% |
| 3M | -3.3% | +15.7% | -19.1% | -5.3% |
| 6M | -6.7% | +36.3% | -43.1% | -10.6% |
| YTD | +1.7% | +24.9% | -23.2% | -1.6% |
| 1Y | -7.9% | +48.9% | -56.9% | -13.1% |
| 3Y | +0.9% | +136.8% | -135.9% | -11.8% |
| 5Y | +12.6% | +60.0% | -47.3% | +1.9% |
| 10Y | +117.2% | +63.4% | +53.8% | +85.4% |
| All | +1,691.6% | +1,081.7% | +609.9% | +1,067.3% |
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