+23.5%
IGV vs PCG
+58.3%
-34.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.7% | -2.7% |
| 7D | -4.5% | -13.9% | +9.4% | -2.3% |
| 30D | +3.2% | -16.9% | +20.1% | +6.1% |
| 3M | +4.5% | -14.7% | +19.3% | +6.7% |
| 6M | +22.1% | -23.8% | +45.9% | +27.7% |
| YTD | -1.0% | -10.5% | +9.5% | -1.1% |
| 1Y | -2.1% | -5.1% | +3.0% | -4.2% |
| 3Y | +44.6% | -11.6% | +56.2% | +41.2% |
| All | +23.5% | +58.3% | -34.8% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling