-2.1%
IGV vs PFG
+51.4%
-53.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | -4.5% | +5.5% | -10.0% | -6.2% |
| 30D | +3.2% | +2.4% | +0.9% | +2.4% |
| 3M | +4.5% | +13.6% | -9.1% | +0.2% |
| 6M | +22.1% | +27.9% | -5.8% | +12.3% |
| YTD | -1.0% | +35.6% | -36.6% | -9.9% |
| 1Y | -2.1% | +48.5% | -50.6% | -12.2% |
| All | -2.1% | +51.4% | -53.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling