-3.1%
VICI vs PENG
+113.5%
-116.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -0.9% |
| 7D | -1.7% | +4.5% | -6.3% | -1.8% |
| 30D | -3.7% | -7.1% | +3.4% | -3.7% |
| 3M | -5.0% | -27.3% | +22.3% | -4.8% |
| 6M | -12.1% | +169.6% | -181.7% | -16.9% |
| YTD | -6.6% | +164.6% | -171.2% | -11.7% |
| 1Y | -19.2% | +109.5% | -128.7% | -23.0% |
| All | -3.1% | +113.5% | -116.7% | -10.5% |
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