+1.5%
VTEB vs PENG
+116.9%
-115.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 6M | -2.1% | +176.7% | -178.9% | -2.9% |
| YTD | -1.1% | +161.0% | -162.2% | -1.9% |
| 1Y | +1.3% | +108.8% | -107.5% | +0.7% |
| 3Y | +9.0% | +109.8% | -100.8% | +8.0% |
| 5Y | +1.5% | +111.7% | -110.2% | +0.2% |
| All | +1.5% | +116.9% | -115.4% | +0.2% |
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