+632.3%
PENG vs VEU
+114.6%
+517.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.4% | +8.6% |
| 7D | +1.9% | -0.5% | +2.4% | +4.8% |
| 30D | -37.8% | -1.0% | -36.8% | -35.2% |
| 3M | -14.1% | -3.6% | -10.5% | -5.4% |
| 6M | +13.1% | -1.2% | +14.3% | +23.8% |
| YTD | +151.8% | +12.0% | +139.8% | +125.0% |
| 1Y | +136.0% | +13.9% | +122.1% | +105.6% |
| 3Y | +217.9% | +71.3% | +146.7% | +43.7% |
| 5Y | +64.1% | +50.3% | +13.8% | -4.5% |
| All | +632.3% | +114.6% | +517.8% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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