-46.0%
VFC vs PENG
+597.2%
-643.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.4% | -12.2% | -2.3% |
| 7D | +11.2% | -19.4% | +30.7% | +14.7% |
| 30D | +41.5% | -42.4% | +83.9% | +54.5% |
| 3M | +38.9% | -25.6% | +64.6% | +42.5% |
| 6M | +6.1% | +7.3% | -1.1% | -4.7% |
| YTD | +14.5% | +113.9% | -99.3% | -13.3% |
| 1Y | +46.0% | +93.6% | -47.6% | +12.6% |
| 3Y | +36.4% | +170.2% | -133.8% | -5.6% |
| 5Y | -67.5% | +44.2% | -111.7% | -76.3% |
| All | -46.0% | +597.2% | -643.1% | -67.6% |
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