+23.1%
IGV vs PNR
-21.7%
+44.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.9% | -6.0% | +3.1% | 0.0% |
| 30D | -1.5% | -14.0% | +12.5% | +5.7% |
| 3M | +11.7% | -21.7% | +33.4% | +23.6% |
| 6M | +18.4% | -37.3% | +55.7% | +45.7% |
| YTD | -3.9% | -45.1% | +41.2% | +26.3% |
| 1Y | -9.7% | -49.1% | +39.5% | +23.8% |
| 3Y | +38.4% | -14.8% | +53.3% | +35.5% |
| All | +23.1% | -21.7% | +44.8% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling