+86.4%
VTRS vs PENG
+111.6%
-25.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -0.1% | +7.8% | -7.9% | -0.6% |
| 30D | +1.9% | -12.2% | +14.1% | +2.6% |
| 3M | +5.1% | -20.6% | +25.7% | +5.2% |
| 6M | +20.1% | +180.9% | -160.9% | +4.7% |
| YTD | +36.6% | +162.3% | -125.7% | +19.6% |
| 1Y | +64.1% | +107.3% | -43.2% | +46.4% |
| 3Y | +86.4% | +110.8% | -24.4% | +57.2% |
| All | +86.4% | +111.6% | -25.3% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling