+563.8%
PENG vs VYM
+180.6%
+383.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -3.0% |
| 7D | -16.1% | +0.1% | -16.2% | -15.3% |
| 30D | -41.5% | +3.0% | -44.4% | -43.6% |
| 3M | -19.1% | -1.0% | -18.1% | -16.7% |
| 6M | +0.9% | +6.4% | -5.5% | -6.1% |
| YTD | +128.2% | +15.9% | +112.3% | +88.6% |
| 1Y | +98.6% | +18.7% | +79.8% | +58.7% |
| 3Y | +188.2% | +72.8% | +115.4% | +37.3% |
| 5Y | +55.5% | +71.2% | -15.7% | -22.9% |
| All | +563.8% | +180.6% | +383.2% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling