+54.6%
VSH vs PENG
+68.7%
-14.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.3% | -1.6% | +4.6% |
| 7D | +12.8% | +1.9% | +10.9% | +11.7% |
| 30D | -9.0% | -37.8% | +28.8% | +8.9% |
| 3M | -12.2% | -14.1% | +1.9% | -8.3% |
| 6M | -15.9% | +13.1% | -29.0% | -21.6% |
| YTD | +103.2% | +151.8% | -48.6% | +42.3% |
| 1Y | +108.4% | +136.0% | -27.6% | +49.0% |
| 3Y | +41.6% | +217.9% | -176.4% | -13.2% |
| 5Y | +54.6% | +64.1% | -9.5% | +1.9% |
| All | +54.6% | +68.7% | -14.1% | +1.9% |
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