-40.0%
VST vs PENG
+73.0%
-113.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -23.0% | +16.9% | -1.5% |
| 7D | -19.9% | -36.7% | +16.8% | -12.9% |
| 30D | -29.7% | -42.0% | +12.4% | -22.4% |
| 3M | -19.6% | -33.2% | +13.6% | -13.6% |
| 6M | -29.4% | +2.1% | -31.5% | -32.0% |
| YTD | -29.7% | +90.3% | -120.0% | -41.7% |
| 1Y | -40.0% | +67.7% | -107.7% | -48.6% |
| All | -40.0% | +73.0% | -113.0% | -48.6% |
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