+7.3%
PENG vs VOO
+1.5%
+5.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.1% | +10.9% |
| 7D | -19.4% | -2.7% | -16.7% | -5.7% |
| 30D | -42.4% | -5.4% | -37.0% | -20.5% |
| 3M | -25.6% | -4.1% | -21.6% | -3.4% |
| 6M | +7.3% | +0.7% | +6.5% | +18.2% |
| All | +7.3% | +1.5% | +5.8% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling