+95.0%
VTR vs PENG
+755.0%
-660.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | -2.4% | +7.8% | -10.2% | -3.1% |
| 30D | -3.7% | -12.2% | +8.5% | -2.7% |
| 3M | +13.5% | -20.6% | +34.2% | +13.9% |
| 6M | +7.2% | +180.9% | -173.7% | -9.2% |
| YTD | +17.6% | +162.3% | -144.7% | +0.1% |
| 1Y | +35.4% | +107.3% | -71.9% | +18.0% |
| 3Y | +132.8% | +110.8% | +22.1% | +89.2% |
| 5Y | +88.7% | +117.8% | -29.2% | +47.1% |
| All | +95.0% | +755.0% | -660.0% | +29.7% |
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