+27.9%
VCIT vs PENG
+597.2%
-569.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | -0.3% |
| 7D | +0.1% | -19.4% | +19.5% | +0.3% |
| 30D | +1.9% | -42.4% | +44.3% | +2.5% |
| 3M | -1.4% | -25.6% | +24.2% | -1.3% |
| 6M | -2.1% | +7.3% | -9.4% | -2.7% |
| YTD | -1.6% | +113.9% | -115.5% | -3.1% |
| 1Y | -0.9% | +93.6% | -94.5% | -2.3% |
| 3Y | +20.0% | +170.2% | -150.2% | +17.4% |
| 5Y | +3.1% | +44.2% | -41.1% | +0.9% |
| All | +27.9% | +597.2% | -569.3% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling