+93.6%
PENG vs VIG
+14.5%
+79.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.8% | +13.5% |
| 7D | -19.4% | -1.8% | -17.7% | -13.3% |
| 30D | -42.4% | +2.7% | -45.1% | -46.3% |
| 3M | -25.6% | 0.0% | -25.6% | -24.5% |
| 6M | +7.3% | +6.8% | +0.5% | -9.9% |
| YTD | +113.9% | +12.1% | +101.8% | +58.5% |
| 1Y | +93.6% | +14.8% | +78.7% | +35.1% |
| All | +93.6% | +14.5% | +79.0% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling