-7.5%
IGV vs PG
+15.9%
-23.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.4% | +2.2% |
| 7D | -7.5% | +5.7% | -13.2% | -5.3% |
| 30D | -5.6% | +15.4% | -21.0% | +0.2% |
| 3M | +1.5% | +13.8% | -12.3% | +7.2% |
| 6M | +17.1% | +18.3% | -1.2% | +27.2% |
| YTD | -2.0% | +20.1% | -22.1% | +5.6% |
| 1Y | -7.5% | +17.0% | -24.5% | -1.3% |
| All | -7.5% | +15.9% | -23.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling