+38.8%
IGV vs PEG
+36.1%
+2.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | +2.3% | +4.5% | -2.2% | +2.0% |
| 30D | -6.0% | +7.5% | -13.5% | -6.6% |
| 3M | -4.8% | +0.8% | -5.6% | -4.8% |
| 6M | +14.2% | 0.0% | +14.2% | +14.0% |
| YTD | -4.2% | -3.0% | -1.2% | -4.5% |
| 1Y | -5.3% | -4.7% | -0.5% | -5.1% |
| 3Y | +38.8% | +36.5% | +2.3% | +37.1% |
| All | +38.8% | +36.1% | +2.7% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 3y: compounded portfolio wealth divided by compounded PEG 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…
3y analysis · Full analysis span regression · 6 months rolling