+1,740.6%
VRT vs PENG
+174.2%
+1,566.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.4% | -8.9% | -1.0% |
| 7D | -21.4% | -19.4% | -1.9% | -15.3% |
| 30D | -25.8% | -42.4% | +16.6% | -10.6% |
| 3M | -33.5% | -25.6% | -7.9% | -27.5% |
| 6M | -49.0% | +7.3% | -56.3% | -53.0% |
| YTD | +12.9% | +113.9% | -100.9% | -19.4% |
| 1Y | 0.0% | +93.6% | -93.5% | -26.1% |
| 3Y | +361.8% | +170.2% | +191.6% | +193.5% |
| 5Y | +565.1% | +44.2% | +521.0% | +372.1% |
| All | +1,740.6% | +174.2% | +1,566.4% | +880.1% |
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