+50.3%
VMC vs PENG
+52.9%
-2.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +1.1% | -16.1% | +17.2% | +2.4% |
| 30D | +17.7% | -41.5% | +59.2% | +22.9% |
| 3M | +1.1% | -19.1% | +20.2% | +1.3% |
| 6M | +1.8% | +0.9% | +0.9% | -4.4% |
| YTD | +1.5% | +128.2% | -126.7% | -17.1% |
| 1Y | -1.1% | +98.6% | -99.7% | -17.7% |
| 3Y | +38.8% | +188.2% | -149.4% | +2.5% |
| All | +50.3% | +52.9% | -2.6% | +13.5% |
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