+140.4%
PENG vs VLTO
+68.7%
+71.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -0.4% | -22.6% | -23.0% |
| 7D | -36.7% | +12.0% | -48.7% | -38.0% |
| 30D | -42.0% | +20.8% | -62.9% | -44.6% |
| 3M | -33.2% | +20.1% | -53.3% | -36.1% |
| 6M | +2.1% | +32.6% | -30.5% | -8.7% |
| YTD | +90.3% | +17.3% | +73.0% | +84.4% |
| 1Y | +67.7% | +17.3% | +50.4% | +61.8% |
| All | +140.4% | +68.7% | +71.7% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling