-7.5%
IGV vs PFG
+46.8%
-54.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.3% | -0.3% |
| 7D | -7.5% | +4.9% | -12.4% | -8.8% |
| 30D | -5.6% | +5.7% | -11.3% | -7.2% |
| 3M | +1.5% | +2.6% | -1.0% | +0.7% |
| 6M | +17.1% | +19.8% | -2.7% | +9.9% |
| YTD | -2.0% | +36.3% | -38.3% | -11.5% |
| 1Y | -7.5% | +47.9% | -55.4% | -18.9% |
| All | -7.5% | +46.8% | -54.3% | -18.9% |
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