+124.7%
PENG vs VO
+16.3%
+108.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.9% | -10.0% | -11.8% |
| 7D | -20.5% | +1.0% | -21.5% | -23.0% |
| 30D | -20.4% | +2.6% | -23.0% | -26.7% |
| 3M | -16.4% | -0.3% | -16.1% | -14.7% |
| 6M | +49.2% | +7.6% | +41.6% | +26.2% |
| YTD | +147.2% | +14.7% | +132.5% | +79.8% |
| 1Y | +124.7% | +16.4% | +108.2% | +58.3% |
| All | +124.7% | +16.3% | +108.4% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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