+582.0%
VGT vs PENG
+735.0%
-153.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | +5.6% | +34.6% | -29.0% | -1.1% |
| 30D | -10.6% | -35.9% | +25.3% | -3.2% |
| 3M | -6.9% | -14.7% | +7.8% | -6.1% |
| 6M | +0.9% | +13.5% | -12.6% | -7.4% |
| YTD | +20.4% | +156.1% | -135.7% | -8.9% |
| 1Y | +17.4% | +141.3% | -124.0% | -10.2% |
| 3Y | +106.3% | +223.4% | -117.2% | +41.1% |
| 5Y | +107.9% | +67.4% | +40.5% | +52.4% |
| All | +582.0% | +735.0% | -153.0% | +284.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling