+112.7%
PENG vs VYM
+67.6%
+45.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +7.3% |
| 7D | +4.5% | 0.0% | +4.6% | +4.5% |
| 30D | -7.1% | -0.5% | -6.6% | -6.0% |
| 3M | -27.3% | +3.0% | -30.3% | -31.0% |
| 6M | +169.6% | +8.2% | +161.4% | +134.5% |
| YTD | +164.6% | +15.8% | +148.8% | +103.9% |
| 1Y | +109.5% | +20.8% | +88.6% | +50.1% |
| All | +112.7% | +67.6% | +45.1% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling