+43.0%
VMC vs PENG
+42.1%
+0.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -2.1% |
| 7D | +0.5% | -19.4% | +20.0% | +2.1% |
| 30D | +15.8% | -42.4% | +58.2% | +21.1% |
| 3M | +0.6% | -25.6% | +26.2% | +1.7% |
| 6M | -4.0% | +7.3% | -11.3% | -11.2% |
| YTD | -0.3% | +113.9% | -114.2% | -18.1% |
| 1Y | -0.5% | +93.6% | -94.1% | -17.1% |
| 3Y | +39.6% | +170.2% | -130.7% | +3.7% |
| All | +43.0% | +42.1% | +0.9% | +7.5% |
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