+18.3%
VTEB vs PENG
+710.3%
-692.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.7% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -2.9% | -15.2% | +12.3% | -2.8% |
| 3M | -3.2% | -16.9% | +13.8% | -3.1% |
| 6M | -2.6% | +161.5% | -164.2% | -3.3% |
| YTD | -1.8% | +148.6% | -150.4% | -2.5% |
| 1Y | +0.2% | +89.6% | -89.4% | -0.4% |
| 3Y | +8.2% | +99.8% | -91.5% | +7.3% |
| 5Y | +0.8% | +100.9% | -100.1% | -0.2% |
| All | +18.3% | +710.3% | -692.0% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling