+28.2%
PH vs IVZ
+56.4%
-28.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -3.2% | +4.0% | -7.2% | -4.4% |
| 3M | +10.6% | +18.2% | -7.6% | +4.8% |
| 6M | -2.1% | +32.8% | -35.0% | -11.5% |
| YTD | +10.2% | +28.7% | -18.6% | 0.0% |
| 1Y | +28.2% | +55.4% | -27.2% | +8.0% |
| All | +28.2% | +56.4% | -28.2% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling