+147.3%
VMC vs PENG
+520.3%
-373.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -23.0% | +18.9% | -1.2% |
| 7D | +1.9% | -36.7% | +38.5% | +7.0% |
| 30D | +14.7% | -42.0% | +56.8% | +21.1% |
| 3M | -0.3% | -33.2% | +32.9% | +2.7% |
| 6M | -1.7% | +2.1% | -3.8% | -8.5% |
| YTD | +0.7% | +90.3% | -89.6% | -15.9% |
| 1Y | +0.9% | +67.7% | -66.8% | -14.2% |
| 3Y | +40.5% | +154.2% | -113.7% | +6.4% |
| 5Y | +51.5% | +28.3% | +23.2% | +20.9% |
| All | +147.3% | +520.3% | -373.0% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling