+522.0%
PENG vs VO
+160.0%
+362.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.6% |
| 7D | -19.4% | -2.6% | -16.9% | -15.1% |
| 30D | -42.4% | -0.9% | -41.4% | -40.6% |
| 3M | -25.6% | -3.0% | -22.6% | -20.3% |
| 6M | +7.3% | +2.2% | +5.1% | +7.8% |
| YTD | +113.9% | +10.6% | +103.3% | +93.6% |
| 1Y | +93.6% | +12.5% | +81.1% | +71.3% |
| 3Y | +170.2% | +61.4% | +108.8% | +45.0% |
| 5Y | +44.2% | +33.4% | +10.8% | +6.0% |
| All | +522.0% | +160.0% | +362.1% | +91.4% |
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