+364.4%
IGV vs PEP
+75.7%
+288.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -1.5% | -1.7% | +0.1% | -0.9% |
| 30D | -3.0% | +0.3% | -3.3% | -3.2% |
| 3M | +9.6% | -3.2% | +12.8% | +10.7% |
| 6M | +16.1% | -13.6% | +29.7% | +22.2% |
| YTD | -3.6% | -1.9% | -1.8% | -4.7% |
| 1Y | -7.8% | -0.6% | -7.2% | -9.8% |
| 3Y | +40.0% | -13.6% | +53.6% | +43.4% |
| 5Y | +21.2% | +3.2% | +18.0% | +10.7% |
| 10Y | +364.4% | +79.1% | +285.3% | +219.2% |
| All | +364.4% | +75.7% | +288.7% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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