+2,723.0%
VRT vs PENG
+239.3%
+2,483.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.4% | -2.1% | +2.1% |
| 7D | +9.1% | +4.5% | +4.6% | +7.4% |
| 30D | +0.9% | -7.1% | +8.0% | +3.4% |
| 3M | -13.4% | -27.3% | +13.9% | -6.1% |
| 6M | +11.7% | +169.6% | -157.9% | -24.8% |
| YTD | +73.2% | +164.6% | -91.4% | +16.5% |
| 1Y | +123.4% | +109.5% | +14.0% | +61.3% |
| 3Y | +606.2% | +98.9% | +507.2% | +373.6% |
| 5Y | +899.9% | +116.3% | +783.6% | +537.3% |
| All | +2,723.0% | +239.3% | +2,483.7% | +1,316.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling