+28.3%
PENG vs VO
+33.1%
-4.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -3.5% | -19.5% | -16.7% |
| 7D | -36.7% | -3.3% | -33.3% | -31.7% |
| 30D | -42.0% | -1.8% | -40.2% | -39.2% |
| 3M | -33.2% | -3.4% | -29.8% | -27.3% |
| 6M | +2.1% | +3.0% | -0.9% | +1.5% |
| YTD | +90.3% | +10.7% | +79.6% | +70.7% |
| 1Y | +67.7% | +11.8% | +55.9% | +48.6% |
| 3Y | +154.2% | +60.4% | +93.9% | +33.1% |
| 5Y | +28.3% | +33.6% | -5.3% | -9.1% |
| All | +28.3% | +33.1% | -4.8% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling