+1,855.0%
VRT vs PENG
+192.6%
+1,662.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.3% |
| 7D | -17.7% | -16.1% | -1.6% | -12.4% |
| 30D | -20.0% | -41.5% | +21.5% | -4.0% |
| 3M | -28.1% | -19.1% | -9.0% | -23.7% |
| 6M | -42.8% | +0.9% | -43.8% | -46.0% |
| YTD | +20.0% | +128.2% | -108.3% | -16.2% |
| 1Y | +3.5% | +98.6% | -95.1% | -24.2% |
| 3Y | +366.1% | +188.2% | +177.9% | +189.7% |
| 5Y | +632.2% | +55.5% | +576.7% | +407.1% |
| All | +1,855.0% | +192.6% | +1,662.3% | +918.1% |
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