+107.8%
PENG vs VT
+66.2%
+41.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.5% | +6.5% |
| 7D | +4.5% | +0.4% | +4.1% | +3.6% |
| 30D | -7.1% | +1.0% | -8.1% | -8.7% |
| 3M | -27.3% | +2.4% | -29.6% | -28.3% |
| 6M | +169.6% | +12.0% | +157.6% | +126.6% |
| YTD | +164.6% | +15.3% | +149.3% | +111.4% |
| 1Y | +109.5% | +22.6% | +86.9% | +50.0% |
| 3Y | +98.9% | +74.7% | +24.3% | -21.0% |
| All | +107.8% | +66.2% | +41.6% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling