+201.8%
VTV vs PENG
+661.7%
-459.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.3% | -7.3% | +1.0% |
| 7D | -0.5% | -3.8% | +3.3% | -0.7% |
| 30D | +3.1% | -40.1% | +43.2% | +7.6% |
| 3M | +1.8% | -21.8% | +23.6% | +2.8% |
| 6M | +10.9% | +3.3% | +7.6% | +6.0% |
| YTD | +20.9% | +133.6% | -112.8% | +3.9% |
| 1Y | +24.6% | +110.7% | -86.1% | +8.3% |
| 3Y | +78.6% | +204.3% | -125.7% | +42.7% |
| 5Y | +76.4% | +54.4% | +22.0% | +46.2% |
| All | +201.8% | +661.7% | -459.9% | +114.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling