+20.7%
VTR vs PENG
+108.0%
-87.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.3% | -8.4% | +1.4% |
| 7D | +3.2% | -3.8% | +7.0% | +3.2% |
| 30D | +9.1% | -40.1% | +49.2% | +6.2% |
| 3M | -3.6% | -21.8% | +18.2% | -4.2% |
| 6M | +3.8% | +3.3% | +0.5% | +2.7% |
| YTD | +17.8% | +133.6% | -115.9% | +13.9% |
| All | +20.7% | +108.0% | -87.3% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling