+356.3%
IGV vs PFG
+247.4%
+108.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -5.4% | -3.0% | -2.4% | -4.3% |
| 30D | -2.6% | +2.5% | -5.1% | -3.5% |
| 3M | +10.5% | +6.1% | +4.5% | +8.1% |
| 6M | +18.2% | +31.3% | -13.1% | +6.8% |
| YTD | -4.2% | +33.6% | -37.8% | -14.2% |
| 1Y | -9.8% | +48.5% | -58.3% | -22.4% |
| 3Y | +39.1% | +69.6% | -30.5% | +13.2% |
| 5Y | +21.2% | +111.5% | -90.3% | -8.9% |
| All | +356.3% | +247.4% | +108.9% | +162.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling