+632.3%
PENG vs VIG
+228.2%
+404.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.8% | +9.5% | +9.0% |
| 7D | +1.9% | -0.3% | +2.2% | +4.0% |
| 30D | -37.8% | +4.9% | -42.7% | -42.1% |
| 3M | -14.1% | +2.9% | -17.0% | -17.2% |
| 6M | +13.1% | +11.2% | +1.9% | -2.9% |
| YTD | +151.8% | +16.0% | +135.8% | +104.8% |
| 1Y | +136.0% | +17.0% | +119.0% | +90.1% |
| 3Y | +217.9% | +66.9% | +151.1% | +53.8% |
| 5Y | +64.1% | +65.8% | -1.7% | -17.4% |
| All | +632.3% | +228.2% | +404.2% | +64.1% |
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