-49.4%
VG vs PENG
+130.1%
-179.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -9.1% | +1.4% | -6.4% |
| 7D | -16.4% | -20.5% | +4.1% | -13.8% |
| 30D | -10.8% | -20.4% | +9.6% | -8.5% |
| 3M | -6.3% | -16.4% | +10.1% | -5.2% |
| 6M | -12.5% | +49.2% | -61.7% | -29.6% |
| YTD | +76.9% | +147.2% | -70.3% | +8.7% |
| 1Y | +51.8% | +124.7% | -72.9% | -1.2% |
| All | -49.4% | +130.1% | -179.5% | -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 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