-39.3%
VG vs PENG
+146.4%
-185.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -1.3% |
| 7D | +1.7% | +4.5% | -2.9% | +1.0% |
| 30D | +16.0% | -7.1% | +23.1% | +16.7% |
| 3M | +9.7% | -27.3% | +37.0% | +12.6% |
| 6M | +29.6% | +169.6% | -140.0% | -18.6% |
| YTD | +112.0% | +164.6% | -52.6% | +30.4% |
| 1Y | +12.8% | +109.5% | -96.7% | -21.5% |
| All | -39.3% | +146.4% | -185.7% | -61.6% |
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