+604.2%
PENG vs VYM
+183.1%
+421.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.3% |
| 7D | +13.2% | +3.7% | +9.5% | +7.3% |
| 30D | -29.9% | +3.7% | -33.6% | -33.1% |
| 3M | -22.2% | -0.7% | -21.5% | -20.3% |
| 6M | -1.9% | +7.2% | -9.1% | -9.7% |
| YTD | +142.1% | +16.9% | +125.2% | +97.6% |
| 1Y | +151.5% | +19.6% | +131.9% | +98.9% |
| 3Y | +206.9% | +74.6% | +132.3% | +44.1% |
| 5Y | +58.2% | +72.3% | -14.1% | -22.3% |
| All | +604.2% | +183.1% | +421.1% | +100.1% |
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