+27.4%
VSH vs PENG
+101.4%
-74.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.4% | -2.0% | +2.0% |
| 7D | +4.1% | +4.5% | -0.5% | +2.3% |
| 30D | -4.2% | -7.1% | +2.9% | -1.5% |
| 3M | -50.0% | -27.3% | -22.7% | -45.1% |
| 6M | +80.2% | +169.6% | -89.4% | +28.6% |
| YTD | +121.1% | +164.6% | -43.5% | +57.5% |
| 1Y | +112.0% | +109.5% | +2.5% | +60.3% |
| All | +27.4% | +101.4% | -74.0% | -10.7% |
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 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