+102.5%
PENG vs VLTO
+54.7%
+47.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.6% | -9.7% | -9.3% |
| 7D | -20.5% | +13.8% | -34.3% | -23.6% |
| 30D | -20.4% | +21.2% | -41.5% | -25.6% |
| 3M | -16.4% | +21.5% | -37.9% | -22.2% |
| 6M | +49.2% | +33.0% | +16.2% | +28.8% |
| YTD | +147.2% | +17.8% | +129.4% | +132.9% |
| 1Y | +124.7% | +18.1% | +106.6% | +110.2% |
| 3Y | +230.3% | +67.6% | +162.7% | +126.2% |
| All | +102.5% | +54.7% | +47.7% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling