+361.8%
VRT vs PENG
+184.4%
+177.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.4% | -8.9% | -1.8% |
| 7D | -21.4% | -19.4% | -1.9% | -14.2% |
| 30D | -25.8% | -42.4% | +16.6% | -7.8% |
| 3M | -33.5% | -25.6% | -7.9% | -26.6% |
| 6M | -49.0% | +7.3% | -56.3% | -54.7% |
| YTD | +12.9% | +113.9% | -100.9% | -28.3% |
| 1Y | 0.0% | +93.6% | -93.5% | -33.6% |
| 3Y | +361.8% | +170.2% | +191.6% | +141.1% |
| All | +361.8% | +184.4% | +177.4% | +141.1% |
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 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