+169.5%
PR vs IVZ
+68.7%
+100.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | +2.9% | +0.6% | +2.3% | +2.5% |
| 30D | +18.0% | +4.0% | +14.0% | +15.6% |
| 3M | +16.9% | +18.2% | -1.3% | +6.7% |
| 6M | +28.2% | +32.8% | -4.6% | +9.2% |
| YTD | +69.3% | +28.7% | +40.6% | +44.9% |
| 1Y | +69.5% | +55.4% | +14.1% | +31.3% |
| 3Y | +81.7% | +135.2% | -53.5% | +10.0% |
| 5Y | +422.2% | +64.2% | +358.1% | +268.2% |
| 10Y | +110.4% | +64.6% | +45.8% | +57.5% |
| All | +169.5% | +68.7% | +100.7% | +102.9% |
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