-7.5%
IGV vs PNR
-31.2%
+23.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.6% |
| 7D | -7.5% | +11.9% | -19.4% | -8.3% |
| 30D | -5.6% | +37.1% | -42.8% | -8.4% |
| 3M | +1.5% | +5.7% | -4.2% | +1.1% |
| 6M | +17.1% | -5.7% | +22.8% | +17.7% |
| YTD | -2.0% | -29.8% | +27.8% | +4.2% |
| 1Y | -7.5% | -31.8% | +24.3% | -0.4% |
| All | -7.5% | -31.2% | +23.6% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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