+107.8%
PENG vs VO
+42.6%
+65.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.8% |
| 7D | +4.5% | -0.3% | +4.8% | +5.1% |
| 30D | -7.1% | -0.3% | -6.8% | -6.2% |
| 3M | -27.3% | +2.9% | -30.2% | -29.5% |
| 6M | +169.6% | +9.3% | +160.2% | +139.0% |
| YTD | +164.6% | +14.2% | +150.4% | +120.2% |
| 1Y | +109.5% | +15.3% | +94.2% | +72.4% |
| 3Y | +98.9% | +56.2% | +42.7% | +5.6% |
| All | +107.8% | +42.6% | +65.2% | +29.6% |
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 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