+80.3%
VTV vs PENG
+107.7%
-27.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +0.3% | +7.8% | -7.5% | -0.4% |
| 30D | +0.1% | -12.2% | +12.3% | +1.1% |
| 3M | +6.2% | -20.6% | +26.8% | +6.8% |
| 6M | +13.5% | +180.9% | -167.5% | -1.1% |
| YTD | +18.9% | +162.3% | -143.4% | +4.0% |
| 1Y | +25.8% | +107.3% | -81.5% | +12.3% |
| 3Y | +68.7% | +110.8% | -42.0% | +43.0% |
| 5Y | +80.3% | +117.8% | -37.5% | +48.8% |
| All | +80.3% | +107.7% | -27.4% | +48.8% |
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