+248.1%
VTI vs PENG
+661.7%
-413.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.3% | -6.8% | +1.2% |
| 7D | +0.2% | -3.8% | +4.0% | +0.1% |
| 30D | -2.9% | -40.1% | +37.2% | +3.2% |
| 3M | -2.6% | -21.8% | +19.2% | -1.2% |
| 6M | +2.8% | +3.3% | -0.6% | -2.9% |
| YTD | +11.6% | +133.6% | -122.1% | -8.3% |
| 1Y | +13.6% | +110.7% | -97.0% | -5.3% |
| 3Y | +79.9% | +204.3% | -124.4% | +35.3% |
| 5Y | +64.3% | +54.4% | +9.9% | +29.9% |
| All | +248.1% | +661.7% | -413.5% | +128.7% |
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