+346.3%
VRT vs PENG
+153.0%
+193.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -23.0% | +9.0% | -4.2% |
| 7D | -28.1% | -36.7% | +8.6% | -13.2% |
| 30D | -30.2% | -42.0% | +11.8% | -13.5% |
| 3M | -36.4% | -33.2% | -3.2% | -26.3% |
| 6M | -48.2% | +2.1% | -50.3% | -52.9% |
| YTD | +9.2% | +90.3% | -81.1% | -27.0% |
| 1Y | -7.2% | +67.7% | -74.9% | -34.3% |
| All | +346.3% | +153.0% | +193.3% | +145.5% |
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 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