+357.7%
IGV vs PGR
+825.1%
-467.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -1.5% | +4.9% | -6.5% | -3.1% |
| 3M | +11.7% | +7.6% | +4.0% | +8.5% |
| 6M | +18.4% | +8.3% | +10.2% | +14.5% |
| YTD | -3.9% | +1.7% | -5.7% | -5.4% |
| 1Y | -9.7% | -6.8% | -2.8% | -8.8% |
| 3Y | +38.4% | +73.4% | -35.0% | +8.9% |
| 5Y | +21.6% | +161.2% | -139.6% | -22.9% |
| All | +357.7% | +825.1% | -467.4% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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