+43.6%
PENG vs VIG
+59.0%
-15.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.8% | +13.1% |
| 7D | -19.4% | -1.8% | -17.7% | -15.8% |
| 30D | -42.4% | +2.7% | -45.1% | -44.9% |
| 3M | -25.6% | 0.0% | -25.6% | -24.9% |
| 6M | +7.3% | +6.8% | +0.5% | -3.4% |
| YTD | +113.9% | +12.1% | +101.8% | +78.2% |
| 1Y | +93.6% | +14.8% | +78.7% | +54.7% |
| 3Y | +170.2% | +62.4% | +107.8% | +22.4% |
| All | +43.6% | +59.0% | -15.4% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling