+126.5%
VGT vs PENG
+108.8%
+17.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -1.0% |
| 7D | +1.0% | +4.5% | -3.5% | 0.0% |
| 30D | +1.3% | -7.1% | +8.4% | +2.5% |
| 3M | -1.1% | -27.3% | +26.1% | +2.6% |
| 6M | +32.6% | +169.6% | -137.0% | +3.3% |
| YTD | +29.0% | +164.6% | -135.6% | +0.2% |
| 1Y | +39.7% | +109.5% | -69.8% | +12.8% |
| All | +126.5% | +108.8% | +17.7% | +70.0% |
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