+690.9%
PENG vs VT
+180.2%
+510.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +11.9% | +11.9% |
| 7D | -9.8% | -1.6% | -8.2% | -6.7% |
| 30D | -13.3% | -2.5% | -10.8% | -8.2% |
| 3M | +1.1% | -1.3% | +2.4% | +6.0% |
| 6M | +70.3% | +3.1% | +67.2% | +71.2% |
| YTD | +171.9% | +10.9% | +161.0% | +143.0% |
| 1Y | +135.4% | +12.1% | +123.3% | +107.7% |
| 3Y | +263.3% | +73.9% | +189.4% | +58.7% |
| 5Y | +89.2% | +58.0% | +31.2% | +1.9% |
| All | +690.9% | +180.2% | +510.7% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling