+141.8%
VMC vs PENG
+689.3%
-547.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.1% |
| 7D | -1.3% | +13.2% | -14.5% | -2.9% |
| 30D | +15.5% | -29.9% | +45.4% | +19.2% |
| 3M | +0.6% | -22.2% | +22.8% | +1.6% |
| 6M | +2.1% | -1.9% | +4.0% | -3.7% |
| YTD | -1.6% | +142.1% | -143.7% | -20.3% |
| 1Y | -1.2% | +151.5% | -152.7% | -20.6% |
| 3Y | +35.3% | +206.9% | -171.6% | +0.1% |
| 5Y | +43.6% | +58.2% | -14.6% | +11.5% |
| All | +141.8% | +689.3% | -547.5% | +50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling