-46.1%
VFC vs PENG
+520.3%
-566.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -23.0% | +20.1% | +1.6% |
| 7D | +10.9% | -36.7% | +47.5% | +19.9% |
| 30D | +40.6% | -42.0% | +82.7% | +53.1% |
| 3M | +34.4% | -33.2% | +67.6% | +41.0% |
| 6M | +12.3% | +2.1% | +10.2% | +1.8% |
| YTD | +14.4% | +90.3% | -75.9% | -11.3% |
| 1Y | +40.6% | +67.7% | -27.0% | +11.9% |
| 3Y | +40.1% | +154.2% | -114.1% | -1.7% |
| 5Y | -67.6% | +28.3% | -95.9% | -75.8% |
| All | -46.1% | +520.3% | -566.4% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling