+357.7%
IGV vs PG
+121.7%
+236.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | -1.5% | +0.8% | -2.3% | -1.8% |
| 3M | +11.7% | -1.3% | +13.0% | +12.0% |
| 6M | +18.4% | -3.8% | +22.3% | +19.3% |
| YTD | -3.9% | +3.6% | -7.6% | -6.4% |
| 1Y | -9.7% | -5.7% | -3.9% | -9.0% |
| 3Y | +38.4% | +1.6% | +36.8% | +32.1% |
| 5Y | +21.6% | +14.6% | +7.0% | +8.0% |
| All | +357.7% | +121.7% | +236.0% | +219.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling