+22.8%
IGV vs PPG
-24.4%
+47.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.2% |
| 7D | -5.4% | -5.1% | -0.2% | -3.3% |
| 30D | -2.6% | -9.6% | +6.9% | +1.4% |
| 3M | +10.5% | -6.4% | +17.0% | +13.0% |
| 6M | +18.2% | +0.5% | +17.7% | +15.8% |
| YTD | -4.2% | +4.4% | -8.7% | -9.1% |
| 1Y | -9.8% | -0.9% | -8.9% | -12.4% |
| 3Y | +39.1% | -17.0% | +56.1% | +44.6% |
| All | +22.8% | -24.4% | +47.1% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling