+5.2%
VUG vs PENG
+120.5%
-115.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.1% | +10.6% | +2.6% |
| 7D | -3.0% | -20.5% | +17.5% | -0.7% |
| 30D | -6.4% | -20.4% | +13.9% | -4.6% |
| 3M | -3.2% | -16.4% | +13.2% | -2.3% |
| 6M | +3.1% | +49.2% | -46.1% | -6.9% |
| YTD | +6.3% | +147.2% | -140.9% | -13.5% |
| 1Y | +5.2% | +124.7% | -119.5% | -13.0% |
| All | +5.2% | +120.5% | -115.3% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling