+251.3%
VTI vs PENG
+720.8%
-469.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.1% | -0.2% |
| 7D | -0.7% | +1.9% | -2.6% | -1.5% |
| 30D | -1.9% | -37.8% | +35.9% | +3.6% |
| 3M | -1.4% | -14.1% | +12.7% | -1.3% |
| 6M | +3.5% | +13.1% | -9.6% | -3.5% |
| YTD | +12.6% | +151.8% | -139.2% | -8.5% |
| 1Y | +12.7% | +136.0% | -123.2% | -7.6% |
| 3Y | +78.8% | +217.9% | -139.1% | +33.7% |
| 5Y | +67.2% | +64.1% | +3.1% | +31.0% |
| All | +251.3% | +720.8% | -469.6% | +128.2% |
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 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