+196.0%
VTV vs PENG
+597.2%
-401.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -1.7% |
| 7D | -2.2% | -19.4% | +17.3% | -0.5% |
| 30D | +2.2% | -42.4% | +44.6% | +7.1% |
| 3M | +0.3% | -25.6% | +25.9% | +1.8% |
| 6M | +8.3% | +7.3% | +1.0% | +2.8% |
| YTD | +18.5% | +113.9% | -95.3% | +2.9% |
| 1Y | +23.0% | +93.6% | -70.5% | +7.8% |
| 3Y | +72.6% | +170.2% | -97.6% | +39.8% |
| 5Y | +73.3% | +44.2% | +29.1% | +44.5% |
| All | +196.0% | +597.2% | -401.2% | +111.9% |
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