+632.3%
PENG vs VO
+170.3%
+462.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.1% | +8.3% |
| 7D | +1.9% | +0.2% | +1.6% | +3.2% |
| 30D | -37.8% | +2.0% | -39.8% | -38.6% |
| 3M | -14.1% | -0.3% | -13.8% | -11.6% |
| 6M | +13.1% | +7.3% | +5.8% | +5.7% |
| YTD | +151.8% | +15.0% | +136.8% | +115.0% |
| 1Y | +136.0% | +14.7% | +121.3% | +102.9% |
| 3Y | +217.9% | +67.3% | +150.7% | +61.6% |
| 5Y | +64.1% | +38.8% | +25.3% | +13.6% |
| All | +632.3% | +170.3% | +462.0% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling