+117.8%
PENG vs VYM
+77.8%
+40.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.1% |
| 7D | +7.8% | +0.1% | +7.7% | +7.5% |
| 30D | -12.2% | -1.3% | -10.9% | -10.1% |
| 3M | -20.6% | +4.1% | -24.7% | -26.0% |
| 6M | +180.9% | +9.8% | +171.1% | +141.7% |
| YTD | +162.3% | +15.3% | +147.0% | +108.5% |
| 1Y | +107.3% | +20.0% | +87.3% | +54.6% |
| 3Y | +110.8% | +66.2% | +44.5% | -6.3% |
| 5Y | +117.8% | +77.5% | +40.3% | -8.8% |
| All | +117.8% | +77.8% | +40.0% | -8.8% |
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 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