-46.1%
VTRS vs PENG
+762.7%
-808.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.1% |
| 7D | +3.3% | +4.5% | -1.2% | +2.7% |
| 30D | -3.6% | -7.1% | +3.5% | -3.0% |
| 3M | +7.0% | -27.3% | +34.2% | +8.5% |
| 6M | +17.5% | +169.6% | -152.1% | -2.1% |
| YTD | +38.8% | +164.6% | -125.8% | +15.6% |
| 1Y | +69.2% | +109.5% | -40.3% | +44.7% |
| 3Y | +77.5% | +98.9% | -21.5% | +43.4% |
| 5Y | +39.9% | +116.3% | -76.4% | +7.9% |
| All | -46.1% | +762.7% | -808.7% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling