+93.6%
PENG vs VLTO
+18.3%
+75.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.7% |
| 7D | -19.4% | +5.4% | -24.8% | -16.2% |
| 30D | -42.4% | +22.3% | -64.7% | -34.1% |
| 3M | -25.6% | +19.6% | -45.3% | -15.4% |
| 6M | +7.3% | +35.2% | -27.9% | +23.4% |
| YTD | +113.9% | +17.9% | +96.0% | +160.0% |
| 1Y | +93.6% | +19.5% | +74.0% | +134.6% |
| All | +93.6% | +18.3% | +75.3% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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