+72.9%
VTV vs PENG
+42.1%
+30.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -1.4% |
| 7D | -2.2% | -19.4% | +17.3% | -0.9% |
| 30D | +2.2% | -42.4% | +44.6% | +6.2% |
| 3M | +0.3% | -25.6% | +25.9% | +1.4% |
| 6M | +8.3% | +7.3% | +1.0% | +3.2% |
| YTD | +18.5% | +113.9% | -95.3% | +4.1% |
| 1Y | +23.0% | +93.6% | -70.5% | +9.0% |
| 3Y | +72.6% | +170.2% | -97.6% | +41.5% |
| All | +72.9% | +42.1% | +30.8% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling