+945.1%
IGV vs PPG
+652.9%
+292.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.4% |
| 7D | -1.5% | -3.7% | +2.2% | +0.4% |
| 30D | -3.0% | -7.2% | +4.2% | +0.7% |
| 3M | +9.6% | -7.3% | +16.9% | +13.2% |
| 6M | +16.1% | +0.3% | +15.9% | +13.6% |
| YTD | -3.6% | +6.5% | -10.2% | -9.7% |
| 1Y | -7.8% | +0.5% | -8.4% | -11.4% |
| 3Y | +40.0% | -15.3% | +55.3% | +44.5% |
| 5Y | +21.2% | -22.9% | +44.1% | +29.0% |
| 10Y | +364.4% | +28.4% | +336.0% | +240.3% |
| All | +945.1% | +652.9% | +292.2% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling