+36.4%
VFC vs PENG
+184.4%
-148.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +55.3% |
| 3M | +38.9% | -25.6% | +64.6% | +42.0% |
| 6M | +6.1% | +7.3% | -1.1% | -10.5% |
| YTD | +14.5% | +113.9% | -99.3% | -25.5% |
| 1Y | +46.0% | +93.6% | -47.6% | -2.3% |
| 3Y | +36.4% | +170.2% | -133.8% | -47.3% |
| All | +36.4% | +184.4% | -148.0% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling