+941.9%
IGV vs PEG
+715.8%
+226.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | -1.5% | -3.7% | +2.2% | -0.1% |
| 3M | +11.7% | -7.3% | +19.0% | +14.7% |
| 6M | +18.4% | -10.5% | +28.9% | +22.6% |
| YTD | -3.9% | -7.5% | +3.6% | -2.1% |
| 1Y | -9.7% | -8.7% | -0.9% | -7.7% |
| 3Y | +38.4% | +31.4% | +7.1% | +20.1% |
| 5Y | +21.6% | +37.8% | -16.2% | +2.2% |
| 10Y | +363.0% | +148.0% | +215.0% | +191.5% |
| All | +941.9% | +715.8% | +226.1% | +286.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling