-77.9%
VFC vs PENG
+115.2%
-193.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.1% | +0.9% |
| 7D | -1.6% | +4.5% | -6.2% | -2.6% |
| 30D | -11.6% | -7.1% | -4.5% | -10.5% |
| 3M | -18.1% | -27.3% | +9.2% | -15.6% |
| 6M | -27.4% | +169.6% | -196.9% | -49.4% |
| YTD | -24.8% | +164.6% | -189.4% | -47.7% |
| 1Y | -8.2% | +109.5% | -117.7% | -32.6% |
| 3Y | -29.1% | +98.9% | -128.0% | -52.8% |
| All | -77.9% | +115.2% | -193.1% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling