+66.6%
VT vs PENG
+115.2%
-48.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.9% |
| 7D | +0.4% | +4.5% | -4.1% | -0.2% |
| 30D | +1.0% | -7.1% | +8.1% | +1.7% |
| 3M | +2.4% | -27.3% | +29.6% | +4.6% |
| 6M | +12.0% | +169.6% | -157.6% | -7.7% |
| YTD | +15.3% | +164.6% | -149.3% | -5.1% |
| 1Y | +22.6% | +109.5% | -86.9% | +3.9% |
| 3Y | +74.7% | +98.9% | -24.3% | +39.6% |
| All | +66.6% | +115.2% | -48.6% | +28.8% |
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