+63.7%
VNQ vs PENG
+751.0%
-687.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -0.9% | +7.3% | -8.2% | -1.6% |
| 30D | -2.2% | -7.5% | +5.2% | -1.7% |
| 3M | -1.9% | -17.2% | +15.3% | -1.9% |
| 6M | +3.2% | +176.7% | -173.5% | -11.3% |
| YTD | +9.4% | +161.0% | -151.7% | -5.7% |
| 1Y | +7.5% | +108.8% | -101.3% | -5.4% |
| 3Y | +31.1% | +109.8% | -78.7% | +9.1% |
| 5Y | +6.6% | +111.7% | -105.2% | -13.8% |
| All | +63.7% | +751.0% | -687.3% | +16.4% |
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