+462.8%
IGV vs PFGC
+419.1%
+43.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -4.5% | -2.2% | -2.3% | -4.1% |
| 30D | +3.2% | -11.9% | +15.2% | +5.7% |
| 3M | +4.5% | +5.0% | -0.5% | +3.3% |
| 6M | +22.1% | +8.6% | +13.5% | +19.6% |
| YTD | -1.0% | +9.7% | -10.7% | -3.7% |
| 1Y | -2.1% | -6.3% | +4.2% | -1.8% |
| 3Y | +44.6% | +58.2% | -13.6% | +30.3% |
| 5Y | +22.2% | +110.4% | -88.3% | +3.6% |
| 10Y | +364.7% | +272.8% | +92.0% | +246.8% |
| All | +462.8% | +419.1% | +43.7% | +303.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling