+109.5%
PENG vs VSXY
+224.6%
-115.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +6.0% |
| 7D | +4.5% | -14.0% | +18.5% | +7.2% |
| 30D | -7.1% | -15.9% | +8.8% | -4.6% |
| 3M | -27.3% | +3.4% | -30.7% | -29.4% |
| 6M | +169.6% | +25.9% | +143.7% | +140.0% |
| YTD | +164.6% | +39.5% | +125.1% | +132.1% |
| 1Y | +109.5% | +194.4% | -84.9% | +67.1% |
| All | +109.5% | +224.6% | -115.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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