-9.5%
VMC vs PENG
+118.5%
-128.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | +0.8% |
| 7D | -4.3% | +4.5% | -8.9% | -4.4% |
| 30D | -8.2% | -7.1% | -1.1% | -8.2% |
| 3M | -7.0% | -27.3% | +20.2% | -6.3% |
| 6M | -10.8% | +169.6% | -180.3% | -24.0% |
| YTD | -7.4% | +164.6% | -172.0% | -21.2% |
| 1Y | -9.5% | +109.5% | -119.0% | -24.1% |
| All | -9.5% | +118.5% | -128.0% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling