+79.4%
VOO vs PENG
+222.1%
-142.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | +0.1% |
| 7D | -0.9% | +1.9% | -2.8% | -1.5% |
| 30D | -2.3% | -37.8% | +35.4% | +2.0% |
| 3M | -1.2% | -14.1% | +12.9% | -1.1% |
| 6M | +3.3% | +13.1% | -9.8% | -3.1% |
| YTD | +12.3% | +151.8% | -139.5% | -7.7% |
| 1Y | +12.5% | +136.0% | -123.5% | -6.8% |
| All | +79.4% | +222.1% | -142.7% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling