+14.8%
IGV vs PENG
+56.5%
-41.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | -4.8% | -22.2% | +17.4% | -2.9% |
| 6M | +14.2% | -1.9% | +16.1% | +5.9% |
| YTD | -4.2% | +142.1% | -146.4% | -29.8% |
| 1Y | -5.3% | +151.5% | -156.8% | -31.3% |
| 3Y | +38.8% | +206.9% | -168.2% | -12.3% |
| All | +14.8% | +56.5% | -41.7% | -21.6% |
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