+63.5%
VTRS vs PENG
+106.3%
-42.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -3.5% | +7.3% | -10.7% | -3.6% |
| 30D | +2.1% | -7.5% | +9.6% | +2.2% |
| 3M | +2.6% | -17.2% | +19.8% | +1.9% |
| 6M | +17.8% | +176.7% | -159.0% | +2.5% |
| YTD | +35.7% | +161.0% | -125.4% | +18.2% |
| 1Y | +63.5% | +108.8% | -45.3% | +43.6% |
| All | +63.5% | +106.3% | -42.8% | +43.6% |
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