+542.8%
VRT vs PENG
+31.0%
+511.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -23.0% | +9.0% | -3.9% |
| 7D | -28.1% | -36.7% | +8.6% | -12.7% |
| 30D | -30.2% | -42.0% | +11.8% | -13.0% |
| 3M | -36.4% | -33.2% | -3.2% | -26.1% |
| 6M | -48.2% | +2.1% | -50.3% | -53.2% |
| YTD | +9.2% | +90.3% | -81.1% | -27.5% |
| 1Y | -7.2% | +67.7% | -74.9% | -34.8% |
| 3Y | +338.7% | +154.2% | +184.5% | +132.8% |
| 5Y | +542.8% | +28.3% | +514.5% | +307.5% |
| All | +542.8% | +31.0% | +511.8% | +307.5% |
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 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