+151.5%
PENG vs VYM
+18.4%
+133.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.1% |
| 7D | +13.2% | +3.7% | +9.5% | +1.6% |
| 30D | -29.9% | +3.7% | -33.6% | -35.9% |
| 3M | -22.2% | -0.7% | -21.5% | -18.5% |
| 6M | -1.9% | +7.2% | -9.1% | -16.3% |
| YTD | +142.1% | +16.9% | +125.2% | +64.8% |
| 1Y | +151.5% | +19.6% | +131.9% | +64.2% |
| All | +151.5% | +18.4% | +133.2% | +64.2% |
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