+7.4%
VNQ vs PENG
+56.2%
-48.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.3% | -7.6% | +1.0% |
| 7D | +2.4% | -3.8% | +6.1% | +2.2% |
| 30D | +7.3% | -40.1% | +47.4% | +10.9% |
| 3M | -0.3% | -21.8% | +21.5% | +0.3% |
| 6M | +2.5% | +3.3% | -0.9% | -2.5% |
| YTD | +13.1% | +133.6% | -120.6% | -3.3% |
| 1Y | +11.9% | +110.7% | -98.8% | -3.3% |
| 3Y | +46.2% | +204.3% | -158.1% | +13.4% |
| 5Y | +7.4% | +54.4% | -47.0% | -13.9% |
| All | +7.4% | +56.2% | -48.8% | -13.9% |
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