+5.5%
VNQ vs PENG
+107.7%
-102.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.4% | +7.8% | -8.2% | -1.0% |
| 30D | -2.5% | -12.2% | +9.7% | -1.6% |
| 3M | +1.4% | -20.6% | +22.0% | +1.7% |
| 6M | +4.6% | +180.9% | -176.4% | -10.5% |
| YTD | +10.5% | +162.3% | -151.7% | -5.0% |
| 1Y | +8.4% | +107.3% | -98.9% | -4.7% |
| 3Y | +32.4% | +110.8% | -78.3% | +8.9% |
| 5Y | +5.5% | +117.8% | -112.4% | -16.2% |
| All | +5.5% | +107.7% | -102.2% | -16.2% |
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