+109.5%
PENG vs VOO
+20.9%
+88.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +7.7% |
| 7D | +4.5% | +0.1% | +4.4% | +4.1% |
| 30D | -7.1% | +0.1% | -7.2% | -7.1% |
| 3M | -27.3% | +2.0% | -29.3% | -29.9% |
| 6M | +169.6% | +13.0% | +156.6% | +104.1% |
| YTD | +164.6% | +13.6% | +151.0% | +98.7% |
| 1Y | +109.5% | +20.1% | +89.4% | +40.3% |
| All | +109.5% | +20.9% | +88.6% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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