+38.4%
IGV vs PGR
+75.0%
-36.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.3% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | -1.5% | +4.9% | -6.5% | -1.9% |
| 3M | +11.7% | +7.6% | +4.0% | +10.8% |
| 6M | +18.4% | +8.3% | +10.2% | +17.4% |
| YTD | -3.9% | +1.7% | -5.7% | -4.2% |
| 1Y | -9.7% | -6.8% | -2.8% | -8.9% |
| 3Y | +38.4% | +73.4% | -35.0% | +36.9% |
| All | +38.4% | +75.0% | -36.5% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling