+66.5%
VSH vs PENG
+115.2%
-48.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.6% |
| YTD | +121.1% | +164.6% | -43.5% | +55.0% |
| 1Y | +112.0% | +109.5% | +2.5% | +58.5% |
| 3Y | +22.5% | +98.9% | -76.4% | -16.1% |
| All | +66.5% | +115.2% | -48.8% | +11.8% |
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