-20.9%
VST vs PENG
+118.5%
-139.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -2.9% | +2.6% |
| 7D | +8.9% | +4.5% | +4.4% | +8.2% |
| 30D | +6.2% | -7.1% | +13.3% | +7.1% |
| 3M | -2.7% | -27.3% | +24.5% | -0.5% |
| 6M | -8.4% | +169.6% | -177.9% | -28.4% |
| YTD | -7.2% | +164.6% | -171.8% | -27.0% |
| 1Y | -20.9% | +109.5% | -130.4% | -41.3% |
| All | -20.9% | +118.5% | -139.4% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling