+195.8%
VTV vs PENG
+751.0%
-555.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | -0.7% | +7.3% | -8.0% | -1.4% |
| 30D | -0.5% | -7.5% | +7.0% | +0.1% |
| 3M | +5.3% | -17.2% | +22.5% | +5.6% |
| 6M | +12.9% | +176.7% | -163.9% | -3.0% |
| YTD | +18.5% | +161.0% | -142.6% | +2.2% |
| 1Y | +25.3% | +108.8% | -83.6% | +10.3% |
| 3Y | +68.2% | +109.8% | -41.6% | +40.2% |
| 5Y | +80.6% | +111.7% | -31.1% | +45.8% |
| All | +195.8% | +751.0% | -555.2% | +110.5% |
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