+1,324.4%
IGV vs PFG
+996.3%
+328.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | -1.3% | -2.2% | +0.9% | -0.6% |
| 30D | -8.1% | +6.4% | -14.5% | -9.9% |
| 3M | -1.6% | +2.2% | -3.9% | -2.5% |
| 6M | +12.7% | +16.3% | -3.5% | +7.4% |
| YTD | -3.3% | +33.2% | -36.5% | -11.7% |
| 1Y | -7.9% | +40.6% | -48.5% | -17.4% |
| 3Y | +40.3% | +83.3% | -43.0% | +15.5% |
| 5Y | +17.3% | +97.7% | -80.4% | -6.1% |
| 10Y | +362.3% | +189.9% | +172.4% | +208.9% |
| All | +1,324.4% | +996.3% | +328.1% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling