+43.7%
IGV vs PEP
-12.8%
+56.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.3% |
| 7D | -4.5% | -1.4% | -3.1% | -4.6% |
| 30D | +3.2% | +0.2% | +3.0% | +3.2% |
| 3M | +4.5% | -1.1% | +5.6% | +4.4% |
| 6M | +22.1% | -13.5% | +35.6% | +20.5% |
| YTD | -1.0% | -1.2% | +0.1% | -1.8% |
| 1Y | -2.1% | -1.6% | -0.6% | -2.8% |
| All | +43.7% | -12.8% | +56.5% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling