+88.3%
PENG vs VSXY
+106.4%
-18.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.1% | +4.2% | +8.1% |
| 7D | -3.8% | +15.2% | -19.0% | -6.7% |
| 30D | -40.1% | +37.0% | -77.1% | -44.0% |
| 3M | -21.8% | +15.2% | -37.0% | -24.7% |
| 6M | +3.3% | +136.3% | -133.0% | -16.9% |
| YTD | +133.6% | +109.6% | +24.1% | +90.3% |
| 1Y | +110.7% | +223.7% | -113.0% | +55.1% |
| 3Y | +204.3% | +516.3% | -312.0% | +76.5% |
| 5Y | +54.4% | +125.1% | -70.8% | +9.7% |
| All | +88.3% | +106.4% | -18.1% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling