+98.6%
PENG vs VYM
+19.0%
+79.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -3.7% |
| 7D | -16.1% | +0.1% | -16.2% | -14.4% |
| 30D | -41.5% | +3.0% | -44.4% | -45.4% |
| 3M | -19.1% | -1.0% | -18.1% | -14.5% |
| 6M | +0.9% | +6.4% | -5.5% | -12.0% |
| YTD | +128.2% | +15.9% | +112.3% | +58.4% |
| 1Y | +98.6% | +18.7% | +79.8% | +31.0% |
| All | +98.6% | +19.0% | +79.6% | +31.0% |
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 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