+206.9%
PENG vs VSXY
+455.0%
-248.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -6.9% | -5.8% |
| 7D | +13.2% | -1.7% | +15.0% | +13.6% |
| 30D | -29.9% | +20.1% | -50.0% | -32.5% |
| 3M | -22.2% | +16.6% | -38.8% | -25.1% |
| 6M | -1.9% | +134.9% | -136.8% | -19.6% |
| YTD | +142.1% | +96.0% | +46.1% | +102.6% |
| 1Y | +151.5% | +203.8% | -52.3% | +92.4% |
| 3Y | +206.9% | +465.3% | -258.4% | +108.3% |
| All | +206.9% | +455.0% | -248.1% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling