+0.2%
VTEB vs PENG
+98.5%
-98.4%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.9% | +0.3% |
| 7D | -0.9% | -1.2% | +0.2% | -0.9% |
| 30D | -2.5% | -12.9% | +10.4% | -2.5% |
| 3M | -3.0% | -20.5% | +17.5% | -2.9% |
| 6M | -2.1% | +176.8% | -179.0% | -3.0% |
| YTD | -1.5% | +161.6% | -163.0% | -2.4% |
| 1Y | +0.2% | +95.6% | -95.5% | -0.8% |
| All | +0.2% | +98.5% | -98.4% | -0.8% |
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 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