+55.6%
VFC vs PENG
+120.5%
-64.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -9.1% | +13.5% | +5.1% |
| 7D | +21.5% | -20.5% | +42.0% | +23.4% |
| 30D | +46.7% | -20.4% | +67.0% | +48.0% |
| 3M | +38.4% | -16.4% | +54.8% | +38.3% |
| 6M | +15.2% | +49.2% | -34.0% | -3.2% |
| YTD | +17.8% | +147.2% | -129.4% | -14.9% |
| 1Y | +55.6% | +124.7% | -69.1% | +14.4% |
| All | +55.6% | +120.5% | -64.9% | +14.4% |
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