+24.2%
VMC vs PENG
+101.4%
-77.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | +0.5% |
| 7D | -4.3% | +4.5% | -8.9% | -4.6% |
| 30D | -8.2% | -7.1% | -1.1% | -7.9% |
| 3M | -7.0% | -27.3% | +20.2% | -6.0% |
| 6M | -10.8% | +169.6% | -180.3% | -22.5% |
| YTD | -7.4% | +164.6% | -172.0% | -19.6% |
| 1Y | -9.5% | +109.5% | -119.0% | -19.9% |
| All | +24.2% | +101.4% | -77.2% | +6.0% |
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