+500.1%
VST vs PENG
+31.0%
+469.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -23.0% | +16.9% | -1.1% |
| 7D | -19.9% | -36.7% | +16.8% | -12.0% |
| 30D | -29.7% | -42.0% | +12.4% | -21.5% |
| 3M | -19.6% | -33.2% | +13.6% | -13.4% |
| 6M | -29.4% | +2.1% | -31.5% | -33.8% |
| YTD | -29.7% | +90.3% | -120.0% | -43.8% |
| 1Y | -40.0% | +67.7% | -107.7% | -50.8% |
| 3Y | +231.0% | +154.2% | +76.8% | +147.0% |
| 5Y | +500.1% | +28.3% | +471.8% | +363.5% |
| All | +500.1% | +31.0% | +469.0% | +363.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling