+354.8%
IGV vs PCG
-77.2%
+432.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.5% |
| 7D | -0.4% | -1.1% | +0.6% | -0.4% |
| 30D | -9.9% | +0.1% | -10.0% | -10.0% |
| 3M | -1.2% | -24.4% | +23.2% | +0.5% |
| 6M | +11.3% | -17.7% | +29.0% | +12.4% |
| YTD | -4.0% | -17.4% | +13.4% | -3.2% |
| 1Y | -7.3% | -19.4% | +12.1% | -6.4% |
| 3Y | +42.8% | -18.6% | +61.4% | +43.5% |
| 5Y | +13.7% | +10.2% | +3.4% | +11.5% |
| 10Y | +354.8% | -76.7% | +431.5% | +357.9% |
| All | +354.8% | -77.2% | +432.0% | +357.9% |
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