-7.5%
IGV vs PENG
+120.5%
-128.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.1% | +10.0% | +1.4% |
| 7D | -7.5% | -20.5% | +13.0% | -6.3% |
| 30D | -5.6% | -20.4% | +14.7% | -4.5% |
| 3M | +1.5% | -16.4% | +17.9% | +2.3% |
| 6M | +17.1% | +49.2% | -32.1% | +6.7% |
| YTD | -2.0% | +147.2% | -149.2% | -19.3% |
| 1Y | -7.5% | +124.7% | -132.2% | -22.3% |
| All | -7.5% | +120.5% | -128.0% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling