+357.9%
IGV vs PCG
-75.0%
+432.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.5% | -2.1% |
| 7D | -3.3% | +5.4% | -8.7% | -3.7% |
| 30D | 0.0% | -15.1% | +15.1% | +0.9% |
| 3M | +7.3% | -9.8% | +17.2% | +7.8% |
| 6M | +16.7% | -18.0% | +34.7% | +17.9% |
| YTD | -2.8% | -7.2% | +4.4% | -2.9% |
| 1Y | -6.7% | +2.9% | -9.5% | -7.5% |
| 3Y | +41.1% | -11.1% | +52.2% | +41.0% |
| 5Y | +22.0% | +61.8% | -39.8% | +16.8% |
| 10Y | +357.9% | -75.2% | +433.1% | +374.1% |
| All | +357.9% | -75.0% | +432.9% | +374.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling