+929.7%
IGV vs PTC
+722.4%
+207.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | -2.3% | +1.3% | -3.6% | -2.7% |
| 30D | -11.0% | +1.1% | -12.0% | -11.3% |
| 3M | -4.5% | +30.1% | -34.6% | -15.3% |
| 6M | +10.1% | +34.0% | -23.9% | -4.2% |
| YTD | -5.1% | +12.8% | -17.9% | -11.8% |
| 1Y | -10.2% | +10.7% | -21.0% | -16.1% |
| 3Y | +37.7% | +29.6% | +8.1% | +20.2% |
| 5Y | +15.7% | +63.5% | -47.9% | -7.1% |
| 10Y | +357.1% | +316.7% | +40.4% | +156.1% |
| All | +929.7% | +722.4% | +207.3% | +282.2% |
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