+973.2%
IGV vs PTC
+490.0%
+483.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.8% | 0.0% |
| 7D | -4.5% | -10.3% | +5.8% | -0.6% |
| 30D | +3.2% | +1.1% | +2.1% | +2.7% |
| 3M | +4.5% | +1.6% | +2.9% | +3.1% |
| 6M | +22.1% | -13.5% | +35.6% | +28.0% |
| YTD | -1.0% | -19.1% | +18.0% | +6.4% |
| 1Y | -2.1% | -33.9% | +31.8% | +13.2% |
| 3Y | +44.6% | -3.9% | +48.5% | +44.2% |
| 5Y | +22.2% | +6.0% | +16.1% | +17.3% |
| 10Y | +364.7% | +223.7% | +141.0% | +193.2% |
| All | +973.2% | +490.0% | +483.1% | +361.1% |
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