+64.1%
PENG vs VOO
+75.1%
-11.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.0% | +7.7% |
| 7D | +1.9% | -0.9% | +2.8% | +6.2% |
| 30D | -37.8% | -2.3% | -35.4% | -32.7% |
| 3M | -14.1% | -1.2% | -12.9% | -8.5% |
| 6M | +13.1% | +3.3% | +9.8% | +14.1% |
| YTD | +151.8% | +12.3% | +139.5% | +122.1% |
| 1Y | +136.0% | +12.5% | +123.5% | +108.4% |
| 3Y | +217.9% | +79.2% | +138.8% | +34.4% |
| 5Y | +64.1% | +75.7% | -11.6% | -23.0% |
| All | +64.1% | +75.1% | -11.1% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling