+363.6%
IGV vs PFGC
+351.0%
+12.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +2.3% | +3.4% | -1.1% | +1.7% |
| 30D | -6.0% | +16.9% | -22.9% | -9.0% |
| 3M | -4.8% | +6.4% | -11.2% | -6.3% |
| 6M | +14.2% | +16.0% | -1.8% | +10.3% |
| YTD | -4.2% | +23.6% | -27.9% | -9.2% |
| 1Y | -5.3% | +16.6% | -21.9% | -9.2% |
| 3Y | +38.8% | +82.3% | -43.5% | +21.3% |
| 5Y | +14.2% | +138.7% | -124.5% | -5.6% |
| All | +363.6% | +351.0% | +12.6% | +240.7% |
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