+94.7%
VTRS vs PENG
+120.3%
-25.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.3% | +0.7% |
| 7D | +9.6% | +1.9% | +7.7% | +9.2% |
| 30D | +20.1% | -37.8% | +57.8% | +20.4% |
| 3M | +30.3% | -14.1% | +44.4% | +29.7% |
| 6M | +26.3% | +13.1% | +13.2% | +18.8% |
| YTD | +73.1% | +151.8% | -78.6% | +43.3% |
| 1Y | +94.7% | +136.0% | -41.3% | +62.2% |
| All | +94.7% | +120.3% | -25.6% | +62.2% |
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 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