-45.1%
VFC vs PENG
+689.3%
-734.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.5% | +8.7% | +4.3% |
| 7D | +1.6% | +13.2% | -11.6% | -1.1% |
| 30D | +25.5% | -29.9% | +55.4% | +31.8% |
| 3M | +41.3% | -22.2% | +63.5% | +43.5% |
| 6M | +22.2% | -1.9% | +24.1% | +12.6% |
| YTD | +16.4% | +142.1% | -125.7% | -14.2% |
| 1Y | +38.4% | +151.5% | -113.1% | +1.0% |
| 3Y | +56.2% | +206.9% | -150.7% | +5.2% |
| 5Y | -68.2% | +58.2% | -126.4% | -77.3% |
| All | -45.1% | +689.3% | -734.4% | -68.0% |
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