+133.2%
VEA vs PENG
+755.0%
-621.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.9% | +7.8% | -5.9% | +0.8% |
| 30D | +0.8% | -12.2% | +13.0% | +2.2% |
| 3M | +5.7% | -20.6% | +26.3% | +6.8% |
| 6M | +13.3% | +180.9% | -167.6% | -4.5% |
| YTD | +18.4% | +162.3% | -143.9% | +0.3% |
| 1Y | +27.0% | +107.3% | -80.3% | +10.3% |
| 3Y | +79.3% | +110.8% | -31.5% | +46.5% |
| 5Y | +62.1% | +117.8% | -55.7% | +27.9% |
| All | +133.2% | +755.0% | -621.8% | +57.0% |
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