+938.5%
IGV vs PEG
+755.1%
+183.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | +2.3% | +4.5% | -2.2% | +0.6% |
| 30D | -6.0% | +7.5% | -13.5% | -8.8% |
| 3M | -4.8% | +0.8% | -5.6% | -5.4% |
| 6M | +14.2% | 0.0% | +14.2% | +13.3% |
| YTD | -4.2% | -3.0% | -1.2% | -4.5% |
| 1Y | -5.3% | -4.7% | -0.5% | -4.9% |
| 3Y | +38.8% | +36.5% | +2.3% | +18.5% |
| 5Y | +14.2% | +44.4% | -30.1% | -5.8% |
| 10Y | +357.6% | +170.2% | +187.4% | +177.8% |
| All | +938.5% | +755.1% | +183.3% | +277.6% |
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