+659.3%
PENG vs VYM
+177.7%
+481.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.3% |
| 7D | +7.3% | -1.0% | +8.3% | +8.9% |
| 30D | -7.5% | -2.0% | -5.4% | -4.4% |
| 3M | -17.2% | +3.1% | -20.3% | -20.7% |
| 6M | +176.7% | +8.9% | +167.9% | +146.9% |
| YTD | +161.0% | +14.7% | +146.3% | +116.5% |
| 1Y | +108.8% | +19.4% | +89.4% | +63.9% |
| 3Y | +109.8% | +65.4% | +44.4% | +5.2% |
| 5Y | +111.7% | +77.6% | +34.2% | -1.1% |
| All | +659.3% | +177.7% | +481.5% | +119.3% |
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