+973.2%
IGV vs PCG
+57.7%
+915.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.7% | -2.6% |
| 7D | -4.5% | -13.9% | +9.4% | -2.9% |
| 30D | +3.2% | -16.9% | +20.1% | +5.4% |
| 3M | +4.5% | -14.7% | +19.3% | +6.2% |
| 6M | +22.1% | -23.8% | +45.9% | +25.9% |
| YTD | -1.0% | -10.5% | +9.5% | -0.6% |
| 1Y | -2.1% | -5.1% | +3.0% | -2.7% |
| 3Y | +44.6% | -11.6% | +56.2% | +44.2% |
| 5Y | +22.2% | +59.0% | -36.9% | +11.4% |
| 10Y | +364.7% | -75.7% | +440.5% | +427.6% |
| All | +973.2% | +57.7% | +915.5% | +540.7% |
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 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