+522.0%
PENG vs VEU
+108.2%
+413.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.2% | +12.0% |
| 7D | -19.4% | -1.6% | -17.8% | -16.2% |
| 30D | -42.4% | -4.3% | -38.0% | -36.3% |
| 3M | -25.6% | -5.8% | -19.8% | -14.8% |
| 6M | +7.3% | -4.4% | +11.7% | +24.3% |
| YTD | +113.9% | +8.7% | +105.2% | +101.0% |
| 1Y | +93.6% | +12.6% | +80.9% | +71.6% |
| 3Y | +170.2% | +65.2% | +105.0% | +29.7% |
| 5Y | +44.2% | +45.5% | -1.4% | -11.4% |
| All | +522.0% | +108.2% | +413.8% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling