+4.4%
VICI vs PENG
+107.7%
-103.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.1% | +7.8% | -8.9% | -1.4% |
| 30D | -5.5% | -12.2% | +6.7% | -5.0% |
| 3M | -6.2% | -20.6% | +14.4% | -6.1% |
| 6M | -12.0% | +180.9% | -192.9% | -21.8% |
| YTD | -7.1% | +162.3% | -169.4% | -17.2% |
| 1Y | -19.2% | +107.3% | -126.5% | -26.7% |
| 3Y | -3.7% | +110.8% | -114.5% | -17.1% |
| 5Y | +4.4% | +117.8% | -113.5% | -10.4% |
| All | +4.4% | +107.7% | -103.3% | -10.4% |
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