+108.8%
PENG vs VYM
+19.4%
+89.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +1.0% |
| 7D | +7.3% | -1.0% | +8.3% | +10.3% |
| 30D | -7.5% | -2.0% | -5.4% | -1.7% |
| 3M | -17.2% | +3.1% | -20.3% | -24.0% |
| 6M | +176.7% | +8.9% | +167.9% | +123.3% |
| YTD | +161.0% | +14.7% | +146.3% | +85.7% |
| 1Y | +108.8% | +19.4% | +89.4% | +35.8% |
| All | +108.8% | +19.4% | +89.5% | +35.8% |
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