+579.6%
PENG vs VIG
+224.8%
+354.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.8% | +5.2% |
| 7D | -3.8% | +0.4% | -4.2% | -3.5% |
| 30D | -40.1% | +4.3% | -44.4% | -43.7% |
| 3M | -21.8% | +2.0% | -23.8% | -23.6% |
| 6M | +3.3% | +10.2% | -6.9% | -10.0% |
| YTD | +133.6% | +14.8% | +118.9% | +93.1% |
| 1Y | +110.7% | +17.5% | +93.2% | +68.4% |
| 3Y | +204.3% | +67.4% | +136.9% | +46.6% |
| 5Y | +54.4% | +63.4% | -9.0% | -20.5% |
| All | +579.6% | +224.8% | +354.7% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling