+124.7%
PENG vs VYM
+21.8%
+102.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.2% | -10.3% | -12.4% |
| 7D | -20.5% | +1.2% | -21.6% | -23.3% |
| 30D | -20.4% | +5.2% | -25.6% | -32.3% |
| 3M | -16.4% | +0.5% | -16.9% | -17.7% |
| 6M | +49.2% | +7.7% | +41.5% | +22.5% |
| YTD | +147.2% | +17.2% | +130.0% | +60.8% |
| 1Y | +124.7% | +21.7% | +103.0% | +33.0% |
| All | +124.7% | +21.8% | +102.9% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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