+62.3%
PENG vs VEU
+47.6%
+14.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.3% |
| 7D | +13.2% | +2.1% | +11.1% | +9.1% |
| 30D | -29.9% | -0.9% | -29.0% | -27.1% |
| 3M | -22.2% | -5.4% | -16.9% | -10.9% |
| 6M | -1.9% | -1.8% | -0.1% | +9.0% |
| YTD | +142.1% | +10.9% | +131.2% | +120.6% |
| 1Y | +151.5% | +13.6% | +137.9% | +120.5% |
| 3Y | +206.9% | +69.3% | +137.7% | +42.8% |
| All | +62.3% | +47.6% | +14.7% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling