+43.6%
PENG vs VEU
+45.1%
-1.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.2% | +12.0% |
| 7D | -19.4% | -1.6% | -17.8% | -15.9% |
| 30D | -42.4% | -4.3% | -38.0% | -35.9% |
| 3M | -25.6% | -5.8% | -19.8% | -14.1% |
| 6M | +7.3% | -4.4% | +11.7% | +25.3% |
| YTD | +113.9% | +8.7% | +105.2% | +102.1% |
| 1Y | +93.6% | +12.6% | +80.9% | +72.5% |
| 3Y | +170.2% | +65.2% | +105.0% | +30.9% |
| All | +43.6% | +45.1% | -1.5% | -11.9% |
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