+136.0%
PENG vs VO
+15.0%
+121.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.1% | +6.0% |
| 7D | +1.9% | +0.2% | +1.6% | +4.0% |
| 30D | -37.8% | +2.0% | -39.8% | -39.8% |
| 3M | -14.1% | -0.3% | -13.8% | -9.8% |
| 6M | +13.1% | +7.3% | +5.8% | -1.3% |
| YTD | +151.8% | +15.0% | +136.8% | +86.7% |
| 1Y | +136.0% | +14.7% | +121.3% | +76.6% |
| All | +136.0% | +15.0% | +121.0% | +76.6% |
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