+914.8%
IGV vs PCG
+43.6%
+871.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.1% |
| 7D | -5.2% | -1.6% | -3.6% | -5.0% |
| 30D | -10.0% | +1.4% | -11.4% | -10.2% |
| 3M | -0.5% | -23.4% | +22.8% | +2.6% |
| 6M | +12.6% | -19.4% | +32.0% | +15.1% |
| YTD | -6.4% | -18.5% | +12.1% | -4.8% |
| 1Y | -9.5% | -19.5% | +10.0% | -7.9% |
| 3Y | +41.7% | -21.0% | +62.7% | +43.6% |
| 5Y | +12.7% | +13.7% | -1.1% | +7.7% |
| 10Y | +354.1% | -77.2% | +431.2% | +415.8% |
| All | +914.8% | +43.6% | +871.2% | +513.2% |
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