-67.2%
VFC vs PENG
+56.2%
-123.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.3% | -6.6% | +0.7% |
| 7D | +7.7% | -3.8% | +11.5% | +7.3% |
| 30D | +39.2% | -40.1% | +79.3% | +52.0% |
| 3M | +40.3% | -21.8% | +62.1% | +42.4% |
| 6M | +11.4% | +3.3% | +8.0% | -1.5% |
| YTD | +17.5% | +133.6% | -116.1% | -19.8% |
| 1Y | +45.9% | +110.7% | -64.8% | +2.1% |
| 3Y | +47.3% | +204.3% | -156.9% | -12.4% |
| 5Y | -67.2% | +54.4% | -121.6% | -79.8% |
| All | -67.2% | +56.2% | -123.4% | -79.8% |
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