+20.5%
VEA vs PENG
+120.5%
-100.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.1% | +11.2% | +2.9% |
| 7D | +0.7% | -20.5% | +21.2% | +2.7% |
| 30D | -0.4% | -20.4% | +19.9% | +1.1% |
| 3M | -1.7% | -16.4% | +14.7% | -1.2% |
| 6M | +5.1% | +49.2% | -44.1% | -4.7% |
| YTD | +14.4% | +147.2% | -132.7% | -4.7% |
| 1Y | +20.5% | +124.7% | -104.2% | +1.3% |
| All | +20.5% | +120.5% | -100.0% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling