+199.2%
VTV vs PENG
+762.7%
-563.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.7% | -0.9% |
| 7D | +0.5% | +4.5% | -4.0% | 0.0% |
| 30D | +1.1% | -7.1% | +8.2% | +1.7% |
| 3M | +5.9% | -27.3% | +33.1% | +7.5% |
| 6M | +11.6% | +169.6% | -158.0% | -3.8% |
| YTD | +19.8% | +164.6% | -144.8% | +3.2% |
| 1Y | +26.2% | +109.5% | -83.2% | +11.1% |
| 3Y | +68.5% | +98.9% | -30.5% | +41.4% |
| 5Y | +79.9% | +116.3% | -36.4% | +44.8% |
| All | +199.2% | +762.7% | -563.5% | +112.5% |
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 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