+1,357.0%
IGV vs PFG
+1,015.3%
+341.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -4.5% | +5.5% | -10.0% | -6.1% |
| 30D | +3.2% | +2.4% | +0.9% | +2.4% |
| 3M | +4.5% | +13.6% | -9.1% | +0.4% |
| 6M | +22.1% | +27.9% | -5.8% | +13.1% |
| YTD | -1.0% | +35.6% | -36.6% | -10.1% |
| 1Y | -2.1% | +48.5% | -50.6% | -13.6% |
| 3Y | +44.6% | +66.9% | -22.3% | +22.5% |
| 5Y | +22.2% | +111.0% | -88.8% | -4.1% |
| 10Y | +364.7% | +244.5% | +120.2% | +195.7% |
| All | +1,357.0% | +1,015.3% | +341.7% | +375.7% |
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