+107.3%
PENG vs VSXY
+199.4%
-92.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -1.6% |
| 7D | +7.8% | -6.8% | +14.6% | +8.9% |
| 30D | -12.2% | -20.4% | +8.2% | -8.8% |
| 3M | -20.6% | +2.9% | -23.5% | -22.7% |
| 6M | +180.9% | +67.9% | +113.0% | +143.5% |
| YTD | +162.3% | +44.9% | +117.4% | +128.4% |
| 1Y | +107.3% | +205.9% | -98.7% | +64.8% |
| All | +107.3% | +199.4% | -92.1% | +64.8% |
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