+14.1%
VICI vs PENG
+50.3%
-36.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | +2.3% | -16.1% | +18.4% | +2.8% |
| 30D | +9.2% | -41.5% | +50.7% | +11.2% |
| 3M | -2.3% | -19.1% | +16.8% | -2.3% |
| 6M | -10.2% | +0.9% | -11.1% | -13.5% |
| YTD | -6.4% | +128.2% | -134.6% | -16.7% |
| 1Y | -12.1% | +98.6% | -110.7% | -20.9% |
| 3Y | +4.9% | +188.2% | -183.3% | -13.3% |
| 5Y | +14.1% | +55.5% | -41.4% | -1.3% |
| All | +14.1% | +50.3% | -36.2% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling