+65.6%
VNQ vs PENG
+762.7%
-697.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.3% |
| 7D | -1.3% | +4.5% | -5.8% | -1.7% |
| 30D | -2.9% | -7.1% | +4.2% | -2.4% |
| 3M | +0.8% | -27.3% | +28.1% | +2.0% |
| 6M | +2.5% | +169.6% | -167.1% | -11.6% |
| YTD | +10.6% | +164.6% | -154.0% | -4.7% |
| 1Y | +9.1% | +109.5% | -100.4% | -4.0% |
| 3Y | +31.0% | +98.9% | -67.9% | +9.9% |
| 5Y | +4.9% | +116.3% | -111.3% | -15.4% |
| All | +65.6% | +762.7% | -697.1% | +17.6% |
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