+270.9%
IGV vs PENG
+689.3%
-418.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.7% |
| 7D | +2.3% | +13.2% | -10.9% | 0.0% |
| 30D | -6.0% | -29.9% | +23.9% | -1.3% |
| 3M | -4.8% | -22.2% | +17.4% | -3.0% |
| 6M | +14.2% | -1.9% | +16.1% | +7.0% |
| YTD | -4.2% | +142.1% | -146.4% | -26.4% |
| 1Y | -5.3% | +151.5% | -156.8% | -27.9% |
| 3Y | +38.8% | +206.9% | -168.2% | -3.8% |
| 5Y | +14.2% | +58.2% | -44.0% | -15.3% |
| All | +270.9% | +689.3% | -418.4% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling