-9.7%
IGV vs PPG
-0.8%
-8.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -2.9% | -6.2% | +3.3% | -2.7% |
| 30D | -1.5% | -7.9% | +6.4% | -1.2% |
| 3M | +11.7% | -10.2% | +21.9% | +12.0% |
| 6M | +18.4% | +2.7% | +15.8% | +18.8% |
| YTD | -3.9% | +4.9% | -8.8% | -5.8% |
| 1Y | -9.7% | -3.2% | -6.5% | -6.6% |
| All | -9.7% | -0.8% | -8.9% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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