+669.7%
PENG vs VIG
+214.2%
+455.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +7.2% |
| 7D | +4.5% | -0.4% | +5.0% | +5.3% |
| 30D | -7.1% | -1.0% | -6.1% | -5.7% |
| 3M | -27.3% | +2.8% | -30.0% | -30.0% |
| 6M | +169.6% | +8.2% | +161.4% | +141.2% |
| YTD | +164.6% | +11.0% | +153.6% | +128.6% |
| 1Y | +109.5% | +16.1% | +93.3% | +69.3% |
| 3Y | +98.9% | +56.2% | +42.8% | +5.9% |
| 5Y | +116.3% | +63.0% | +53.3% | +11.3% |
| All | +669.7% | +214.2% | +455.5% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling