+91.2%
VTR vs PENG
+115.2%
-24.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -2.3% |
| 7D | -1.7% | +4.5% | -6.2% | -1.9% |
| 30D | -2.4% | -7.1% | +4.7% | -2.2% |
| 3M | +14.8% | -27.3% | +42.1% | +15.5% |
| 6M | +5.3% | +169.6% | -164.2% | -4.9% |
| YTD | +18.1% | +164.6% | -146.5% | +6.5% |
| 1Y | +36.7% | +109.5% | -72.8% | +25.2% |
| 3Y | +130.1% | +98.9% | +31.2% | +102.4% |
| All | +91.2% | +115.2% | -24.0% | +60.5% |
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