+2.9%
VTEB vs PENG
+66.2%
-63.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -0.7% | +34.6% | -35.3% | -0.8% |
| 30D | +2.7% | -35.9% | +38.6% | +2.9% |
| 3M | -1.2% | -14.7% | +13.5% | -1.2% |
| 6M | -1.0% | +13.5% | -14.5% | -1.3% |
| YTD | -0.2% | +156.1% | -156.3% | -1.0% |
| 1Y | +0.1% | +141.3% | -141.3% | -0.8% |
| 3Y | +10.8% | +223.4% | -212.7% | +9.3% |
| 5Y | +2.9% | +67.4% | -64.5% | +1.5% |
| All | +2.9% | +66.2% | -63.3% | +1.5% |
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