+135.5%
VSH vs PENG
+762.7%
-627.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.4% | -2.0% | +2.4% |
| 7D | +4.1% | +4.5% | -0.5% | +2.6% |
| 30D | -4.2% | -7.1% | +2.9% | -1.9% |
| 3M | -50.0% | -27.3% | -22.7% | -45.6% |
| 6M | +80.2% | +169.6% | -89.4% | +32.3% |
| YTD | +121.1% | +164.6% | -43.5% | +62.1% |
| 1Y | +112.0% | +109.5% | +2.5% | +64.9% |
| 3Y | +22.5% | +98.9% | -76.4% | -11.9% |
| 5Y | +64.0% | +116.3% | -52.2% | +10.4% |
| All | +135.5% | +762.7% | -627.2% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling