+109.5%
PENG vs VT
+23.3%
+86.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.5% | +6.5% |
| 7D | +4.5% | +0.4% | +4.1% | +3.1% |
| 30D | -7.1% | +1.0% | -8.1% | -9.6% |
| 3M | -27.3% | +2.4% | -29.6% | -30.1% |
| 6M | +169.6% | +12.0% | +157.6% | +114.3% |
| YTD | +164.6% | +15.3% | +149.3% | +96.0% |
| 1Y | +109.5% | +22.6% | +86.9% | +35.8% |
| All | +109.5% | +23.3% | +86.1% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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