+122.5%
VEA vs PENG
+661.7%
-539.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.3% | -6.3% | +1.8% |
| 7D | +0.4% | -3.8% | +4.2% | +0.2% |
| 30D | -0.7% | -40.1% | +39.4% | +4.9% |
| 3M | -3.9% | -21.8% | +17.9% | -2.6% |
| 6M | -0.6% | +3.3% | -3.9% | -5.2% |
| YTD | +12.9% | +133.6% | -120.7% | -4.5% |
| 1Y | +18.4% | +110.7% | -92.3% | +1.3% |
| 3Y | +75.3% | +204.3% | -129.0% | +36.8% |
| 5Y | +54.3% | +54.4% | 0.0% | +25.6% |
| All | +122.5% | +661.7% | -539.2% | +49.5% |
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