+356.3%
IGV vs PFGC
+294.6%
+61.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -5.4% | -4.8% | -0.5% | -4.5% |
| 30D | -2.6% | -17.2% | +14.6% | +0.9% |
| 3M | +10.5% | -6.3% | +16.9% | +11.7% |
| 6M | +18.2% | +8.8% | +9.3% | +15.6% |
| YTD | -4.2% | +4.9% | -9.2% | -6.0% |
| 1Y | -9.8% | -9.5% | -0.3% | -9.0% |
| 3Y | +39.1% | +59.6% | -20.5% | +25.1% |
| 5Y | +21.2% | +113.5% | -92.3% | +2.7% |
| All | +356.3% | +294.6% | +61.7% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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