+67.8%
VNQ vs PENG
+689.3%
-621.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.5% |
| 7D | +0.8% | +13.2% | -12.4% | -0.5% |
| 30D | +6.8% | -29.9% | +36.7% | +9.4% |
| 3M | -1.3% | -22.2% | +20.9% | -0.5% |
| 6M | +2.4% | -1.9% | +4.3% | -1.8% |
| YTD | +12.1% | +142.1% | -130.0% | -4.0% |
| 1Y | +12.0% | +151.5% | -139.5% | -4.7% |
| 3Y | +44.8% | +206.9% | -162.2% | +15.4% |
| 5Y | +6.9% | +58.2% | -51.4% | -11.8% |
| All | +67.8% | +689.3% | -621.5% | +18.5% |
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 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