+363.6%
IGV vs PCG
-76.0%
+439.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.4% |
| 7D | +2.3% | +2.2% | +0.2% | +2.2% |
| 30D | -6.0% | +0.8% | -6.8% | -6.1% |
| 3M | -4.8% | -23.8% | +19.0% | -3.2% |
| 6M | +14.2% | -19.6% | +33.8% | +15.6% |
| YTD | -4.2% | -16.7% | +12.5% | -3.6% |
| 1Y | -5.3% | -19.4% | +14.1% | -4.4% |
| 3Y | +38.8% | -18.3% | +57.1% | +39.5% |
| 5Y | +14.2% | +10.4% | +3.8% | +12.0% |
| All | +363.6% | -76.0% | +439.6% | +363.7% |
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