+914.8%
IGV vs PTC
+716.2%
+198.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -5.2% | -0.2% | -4.9% | -5.1% |
| 30D | -10.0% | +0.8% | -10.7% | -10.2% |
| 3M | -0.5% | +32.1% | -32.7% | -12.3% |
| 6M | +12.6% | +42.6% | -30.0% | -4.3% |
| YTD | -6.4% | +12.0% | -18.4% | -12.9% |
| 1Y | -9.5% | +12.2% | -21.7% | -15.8% |
| 3Y | +41.7% | +31.2% | +10.5% | +23.1% |
| 5Y | +12.7% | +54.9% | -42.2% | -7.9% |
| 10Y | +354.1% | +343.1% | +10.9% | +149.4% |
| All | +914.8% | +716.2% | +198.6% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling