+40.2%
IGV vs PENG
+222.1%
-181.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.3% | -8.4% | +0.5% |
| 7D | -1.3% | +1.9% | -3.1% | -2.0% |
| 30D | -8.1% | -37.8% | +29.6% | -3.4% |
| 3M | -1.6% | -14.1% | +12.5% | -1.4% |
| 6M | +12.7% | +13.1% | -0.4% | +3.5% |
| YTD | -3.3% | +151.8% | -155.0% | -25.7% |
| 1Y | -7.9% | +136.0% | -143.9% | -28.4% |
| All | +40.2% | +222.1% | -181.9% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling