+28.3%
PENG vs VT
+53.2%
-24.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -4.1% | -18.9% | -14.2% |
| 7D | -36.7% | -4.2% | -32.5% | -29.3% |
| 30D | -42.0% | -5.8% | -36.2% | -32.4% |
| 3M | -33.2% | -5.2% | -28.0% | -22.3% |
| 6M | +2.1% | +0.1% | +2.0% | +10.8% |
| YTD | +90.3% | +8.2% | +82.1% | +80.2% |
| 1Y | +67.7% | +10.1% | +57.5% | +54.3% |
| 3Y | +154.2% | +69.7% | +84.6% | +12.5% |
| 5Y | +28.3% | +53.4% | -25.1% | -28.7% |
| All | +28.3% | +53.2% | -24.9% | -28.7% |
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 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