-32.0%
VST vs PENG
+88.9%
-120.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +12.4% | -1.8% | +7.9% |
| 7D | -9.8% | -19.4% | +9.6% | -6.2% |
| 30D | -25.1% | -42.4% | +17.2% | -17.8% |
| 3M | -11.6% | -25.6% | +14.1% | -7.2% |
| 6M | -20.9% | +7.3% | -28.2% | -24.4% |
| YTD | -22.3% | +113.9% | -136.2% | -36.7% |
| 1Y | -32.0% | +93.6% | -125.6% | -43.5% |
| All | -32.0% | +88.9% | -120.9% | -43.5% |
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