+23.1%
IGV vs PG
+14.0%
+9.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | -1.5% | +0.8% | -2.3% | -1.6% |
| 3M | +11.7% | -1.3% | +13.0% | +11.8% |
| 6M | +18.4% | -3.8% | +22.3% | +19.0% |
| YTD | -3.9% | +3.6% | -7.6% | -5.2% |
| 1Y | -9.7% | -5.7% | -3.9% | -9.1% |
| 3Y | +38.4% | +1.6% | +36.8% | +33.1% |
| All | +23.1% | +14.0% | +9.1% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling