+107.8%
PENG vs VEU
+56.2%
+51.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +5.9% | +5.4% |
| 7D | +4.5% | +1.1% | +3.4% | +2.4% |
| 30D | -7.1% | +2.2% | -9.3% | -10.6% |
| 3M | -27.3% | +3.0% | -30.2% | -28.7% |
| 6M | +169.6% | +10.9% | +158.7% | +134.9% |
| YTD | +164.6% | +18.2% | +146.4% | +106.8% |
| 1Y | +109.5% | +28.3% | +81.2% | +43.0% |
| 3Y | +98.9% | +74.6% | +24.3% | -16.7% |
| All | +107.8% | +56.2% | +51.6% | +8.1% |
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