+54.4%
PENG vs VYM
+70.5%
-16.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.3% | +7.0% | +4.9% |
| 7D | -3.8% | -0.7% | -3.1% | -1.3% |
| 30D | -40.1% | +2.5% | -42.6% | -42.1% |
| 3M | -21.8% | -1.2% | -20.6% | -18.8% |
| 6M | +3.3% | +5.9% | -2.6% | -4.4% |
| YTD | +133.6% | +15.4% | +118.3% | +88.0% |
| 1Y | +110.7% | +18.8% | +91.9% | +61.6% |
| 3Y | +204.3% | +73.8% | +130.4% | +27.4% |
| 5Y | +54.4% | +70.5% | -16.1% | -31.0% |
| All | +54.4% | +70.5% | -16.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling