+212.3%
PENG vs VT
+76.6%
+135.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.7% | -10.8% | -13.4% |
| 7D | -20.5% | -0.3% | -20.2% | -19.9% |
| 30D | -20.4% | -1.4% | -18.9% | -16.7% |
| 3M | -16.4% | -1.4% | -15.0% | -11.8% |
| 6M | +49.2% | +5.5% | +43.8% | +41.2% |
| YTD | +147.2% | +12.8% | +134.4% | +104.3% |
| 1Y | +124.7% | +15.4% | +109.2% | +77.7% |
| All | +212.3% | +76.6% | +135.8% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling