+22.2%
IGV vs PFGC
+114.2%
-92.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.2% |
| 7D | -3.3% | -2.4% | -0.9% | -2.5% |
| 30D | 0.0% | -15.8% | +15.7% | +5.9% |
| 3M | +7.3% | -0.6% | +7.9% | +7.0% |
| 6M | +16.7% | +10.7% | +6.1% | +11.3% |
| YTD | -2.8% | +7.6% | -10.5% | -7.4% |
| 1Y | -6.7% | -7.8% | +1.1% | -5.5% |
| 3Y | +41.1% | +63.7% | -22.6% | +11.0% |
| All | +22.2% | +114.2% | -92.0% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling