+251.6%
VRSN vs PENG
+644.0%
-392.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.0% |
| 7D | -0.9% | -16.1% | +15.2% | +0.5% |
| 30D | +2.4% | -41.5% | +43.9% | +7.3% |
| 3M | +6.4% | -19.1% | +25.5% | +7.0% |
| 6M | +8.6% | +0.9% | +7.6% | +2.9% |
| YTD | +29.3% | +128.2% | -99.0% | +8.7% |
| 1Y | +27.2% | +98.6% | -71.4% | +8.7% |
| 3Y | +52.8% | +188.2% | -135.4% | +17.6% |
| 5Y | +36.7% | +55.5% | -18.8% | +9.4% |
| All | +251.6% | +644.0% | -392.4% | +120.5% |
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