+123.4%
VRT vs PENG
+118.5%
+4.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.4% | -2.1% | +2.0% |
| 7D | +9.1% | +4.5% | +4.6% | +7.3% |
| 30D | +0.9% | -7.1% | +8.0% | +3.5% |
| 3M | -13.4% | -27.3% | +13.9% | -5.8% |
| 6M | +11.7% | +169.6% | -157.9% | -28.1% |
| YTD | +73.2% | +164.6% | -91.4% | +10.7% |
| 1Y | +123.4% | +109.5% | +14.0% | +34.2% |
| All | +123.4% | +118.5% | +4.9% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling