+105.2%
VGT vs PENG
+184.4%
-79.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.4% | -11.0% | -1.4% |
| 7D | -7.2% | -19.4% | +12.2% | -3.5% |
| 30D | -16.1% | -42.4% | +26.3% | -6.5% |
| 3M | -9.2% | -25.6% | +16.5% | -5.5% |
| 6M | -0.7% | +7.3% | -8.0% | -9.4% |
| YTD | +15.6% | +113.9% | -98.3% | -13.1% |
| 1Y | +14.4% | +93.6% | -79.2% | -12.0% |
| 3Y | +105.2% | +170.2% | -65.0% | +32.2% |
| All | +105.2% | +184.4% | -79.1% | +32.2% |
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