+2.1%
PENG vs VIG
+8.1%
-6.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -3.3% | -19.7% | -11.8% |
| 7D | -36.7% | -2.0% | -34.7% | -29.9% |
| 30D | -42.0% | +2.7% | -44.8% | -46.3% |
| 3M | -33.2% | +0.3% | -33.5% | -32.4% |
| 6M | +2.1% | +7.6% | -5.5% | -23.8% |
| All | +2.1% | +8.1% | -6.0% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling