+57.7%
VT vs PENG
+89.2%
-31.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -11.9% | -1.6% |
| 7D | -1.6% | -9.8% | +8.2% | -0.5% |
| 30D | -2.5% | -13.3% | +10.8% | -1.4% |
| 3M | -1.3% | +1.1% | -2.4% | -2.9% |
| 6M | +3.1% | +70.3% | -67.2% | -9.4% |
| YTD | +10.9% | +171.9% | -161.0% | -10.3% |
| 1Y | +12.1% | +135.4% | -123.3% | -7.5% |
| 3Y | +73.9% | +263.3% | -189.4% | +26.3% |
| All | +57.7% | +89.2% | -31.5% | +17.6% |
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 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