+364.4%
IGV vs PTC
+196.2%
+168.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.9% |
| 7D | -1.5% | -13.6% | +12.0% | +6.0% |
| 30D | -3.0% | -14.7% | +11.6% | +5.2% |
| 3M | +9.6% | -5.9% | +15.5% | +11.6% |
| 6M | +16.1% | -21.1% | +37.2% | +29.8% |
| YTD | -3.6% | -26.0% | +22.4% | +11.4% |
| 1Y | -7.8% | -36.8% | +29.0% | +15.3% |
| 3Y | +40.0% | -10.3% | +50.3% | +42.3% |
| 5Y | +21.2% | +1.2% | +20.0% | +14.4% |
| 10Y | +364.4% | +198.3% | +166.1% | +159.7% |
| All | +364.4% | +196.2% | +168.2% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling