+669.7%
PENG vs VEU
+126.5%
+543.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +5.9% | +5.5% |
| 7D | +4.5% | +1.1% | +3.4% | +2.5% |
| 30D | -7.1% | +2.2% | -9.3% | -10.3% |
| 3M | -27.3% | +3.0% | -30.2% | -28.4% |
| 6M | +169.6% | +10.9% | +158.7% | +136.2% |
| YTD | +164.6% | +18.2% | +146.4% | +108.6% |
| 1Y | +109.5% | +28.3% | +81.2% | +44.6% |
| 3Y | +98.9% | +74.6% | +24.3% | -15.0% |
| 5Y | +116.3% | +56.4% | +59.9% | +14.4% |
| All | +669.7% | +126.5% | +543.2% | +127.9% |
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 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