+949.2%
IGV vs PCG
+45.0%
+904.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | -1.3% | -2.2% | +1.0% | -1.0% |
| 30D | -8.1% | -0.5% | -7.7% | -8.1% |
| 3M | -1.6% | -24.0% | +22.3% | +1.6% |
| 6M | +12.7% | -18.6% | +31.4% | +15.1% |
| YTD | -3.3% | -17.7% | +14.4% | -1.7% |
| 1Y | -7.9% | -20.0% | +12.1% | -6.1% |
| 3Y | +40.3% | -20.2% | +60.6% | +42.0% |
| 5Y | +17.3% | +8.4% | +8.9% | +12.9% |
| 10Y | +362.3% | -76.4% | +438.7% | +420.2% |
| All | +949.2% | +45.0% | +904.1% | +533.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling