+246.4%
PR vs IVZ
+37.2%
+209.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -9.5% | +2.2% | -11.7% | -10.5% |
| 30D | -5.7% | -2.2% | -3.5% | -5.4% |
| 3M | +3.0% | -8.4% | +11.4% | +5.6% |
| 6M | +11.8% | +6.2% | +5.7% | +6.3% |
| YTD | +58.5% | +12.4% | +46.1% | +44.0% |
| 1Y | +69.9% | +26.0% | +43.9% | +45.2% |
| 3Y | +84.9% | +147.9% | -63.0% | +5.7% |
| 5Y | +246.4% | +38.8% | +207.7% | +211.0% |
| All | +246.4% | +37.2% | +209.2% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling