+604.2%
PENG vs VIG
+228.2%
+376.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +13.2% | +3.5% | +9.7% | +7.3% |
| 30D | -29.9% | +4.9% | -34.9% | -34.8% |
| 3M | -22.2% | +2.5% | -24.7% | -24.5% |
| 6M | -1.9% | +11.0% | -12.9% | -15.5% |
| YTD | +142.1% | +16.0% | +126.2% | +97.0% |
| 1Y | +151.5% | +17.5% | +134.0% | +100.6% |
| 3Y | +206.9% | +67.0% | +139.9% | +48.3% |
| 5Y | +58.2% | +64.8% | -6.5% | -19.7% |
| All | +604.2% | +228.2% | +376.1% | +57.8% |
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