+31.7%
VSH vs PENG
+191.6%
-160.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +9.3% | +4.2% | +9.2% |
| 7D | +3.5% | -3.8% | +7.3% | +4.9% |
| 30D | -22.4% | -40.1% | +17.7% | -3.4% |
| 3M | -25.2% | -21.8% | -3.4% | -18.2% |
| 6M | -22.5% | +3.3% | -25.9% | -26.4% |
| YTD | +84.2% | +133.6% | -49.4% | +25.1% |
| 1Y | +87.1% | +110.7% | -23.6% | +31.9% |
| 3Y | +31.7% | +204.3% | -172.6% | -33.7% |
| All | +31.7% | +191.6% | -160.0% | -33.7% |
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