+563.8%
PENG vs VIG
+225.6%
+338.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.7% |
| 7D | -16.1% | +1.0% | -17.1% | -16.6% |
| 30D | -41.5% | +4.5% | -46.0% | -45.2% |
| 3M | -19.1% | +2.1% | -21.2% | -21.0% |
| 6M | +0.9% | +10.5% | -9.5% | -12.4% |
| YTD | +128.2% | +15.1% | +113.1% | +87.8% |
| 1Y | +98.6% | +16.9% | +81.7% | +59.8% |
| 3Y | +188.2% | +65.6% | +122.6% | +41.1% |
| 5Y | +55.5% | +64.4% | -8.9% | -20.7% |
| All | +563.8% | +225.6% | +338.1% | +50.5% |
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