+72.9%
VSH vs PENG
+597.2%
-524.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.4% | -6.7% | +1.6% |
| 7D | -12.9% | -19.4% | +6.5% | -6.7% |
| 30D | -36.9% | -42.4% | +5.5% | -24.7% |
| 3M | -28.8% | -25.6% | -3.1% | -22.2% |
| 6M | -30.3% | +7.3% | -37.6% | -32.6% |
| YTD | +62.4% | +113.9% | -51.5% | +26.6% |
| 1Y | +62.5% | +93.6% | -31.0% | +30.3% |
| 3Y | +7.4% | +170.2% | -162.8% | -25.2% |
| 5Y | +25.4% | +44.2% | -18.8% | -5.1% |
| All | +72.9% | +597.2% | -524.2% | +2.0% |
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