+43.6%
PENG vs VO
+32.6%
+11.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.6% |
| 7D | -19.4% | -2.6% | -16.9% | -14.6% |
| 30D | -42.4% | -0.9% | -41.4% | -40.4% |
| 3M | -25.6% | -3.0% | -22.6% | -19.7% |
| 6M | +7.3% | +2.2% | +5.1% | +7.9% |
| YTD | +113.9% | +10.6% | +103.3% | +92.2% |
| 1Y | +93.6% | +12.5% | +81.1% | +69.7% |
| 3Y | +170.2% | +61.4% | +108.8% | +40.2% |
| All | +43.6% | +32.6% | +11.0% | +4.3% |
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