+147.8%
PR vs IVZ
+38.2%
+109.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.0% | +3.2% | -1.3% |
| 7D | -16.5% | -6.7% | -9.9% | -14.2% |
| 30D | -4.5% | -10.9% | +6.3% | -0.1% |
| 3M | +8.5% | -14.8% | +23.4% | +15.5% |
| 6M | -3.3% | +2.4% | -5.7% | -7.1% |
| YTD | +55.7% | +5.4% | +50.3% | +44.7% |
| 1Y | +82.0% | +19.6% | +62.5% | +58.4% |
| 3Y | +62.5% | +122.4% | -60.0% | -0.2% |
| 5Y | +223.9% | +28.8% | +195.2% | +153.8% |
| 10Y | +64.2% | +52.3% | +11.9% | +33.5% |
| All | +147.8% | +38.2% | +109.6% | +102.7% |
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