+11.2%
IGV vs PENG
+42.1%
-30.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | -2.3% |
| 7D | -5.2% | -19.4% | +14.3% | -2.3% |
| 30D | -10.0% | -42.4% | +32.4% | -2.1% |
| 3M | -0.5% | -25.6% | +25.1% | +2.2% |
| 6M | +12.6% | +7.3% | +5.3% | +1.3% |
| YTD | -6.4% | +113.9% | -120.3% | -29.8% |
| 1Y | -9.5% | +93.6% | -103.1% | -30.7% |
| 3Y | +41.7% | +170.2% | -128.5% | -8.3% |
| All | +11.2% | +42.1% | -30.9% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling