+9.0%
VTEB vs PENG
+107.0%
-98.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -0.7% | +7.3% | -8.0% | -0.7% |
| 30D | -2.1% | -7.5% | +5.4% | -2.0% |
| 3M | -2.7% | -17.2% | +14.6% | -2.7% |
| 6M | -2.1% | +176.7% | -178.9% | -2.5% |
| YTD | -1.1% | +161.0% | -162.2% | -1.6% |
| 1Y | +1.3% | +108.8% | -107.5% | +0.9% |
| All | +9.0% | +107.0% | -98.0% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling