+905.2%
VRT vs PENG
+115.2%
+790.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.4% | -2.1% | +1.6% |
| 7D | +9.1% | +4.5% | +4.6% | +7.1% |
| 30D | +0.9% | -7.1% | +8.0% | +3.8% |
| 3M | -13.4% | -27.3% | +13.9% | -4.9% |
| 6M | +11.7% | +169.6% | -157.9% | -33.4% |
| YTD | +73.2% | +164.6% | -91.4% | +3.1% |
| 1Y | +123.4% | +109.5% | +14.0% | +45.4% |
| 3Y | +606.2% | +98.9% | +507.2% | +312.5% |
| All | +905.2% | +115.2% | +790.0% | +464.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling