+62.5%
VSH vs PENG
+88.9%
-26.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.4% | -6.7% | -0.6% |
| 7D | -12.9% | -19.4% | +6.5% | -3.7% |
| 30D | -36.9% | -42.4% | +5.5% | -18.0% |
| 3M | -28.8% | -25.6% | -3.1% | -19.6% |
| 6M | -30.3% | +7.3% | -37.6% | -35.4% |
| YTD | +62.4% | +113.9% | -51.5% | +10.8% |
| 1Y | +62.5% | +93.6% | -31.0% | +16.7% |
| All | +62.5% | +88.9% | -26.4% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling