+332.7%
VUG vs PENG
+720.8%
-388.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.7% | -0.1% |
| 7D | -1.1% | +1.9% | -2.9% | -2.0% |
| 30D | -7.0% | -37.8% | +30.8% | -0.6% |
| 3M | -3.7% | -14.1% | +10.4% | -3.4% |
| 6M | -1.6% | +13.1% | -14.7% | -9.0% |
| YTD | +5.1% | +151.8% | -146.6% | -17.1% |
| 1Y | +3.8% | +136.0% | -132.2% | -17.4% |
| 3Y | +79.9% | +217.9% | -138.1% | +29.4% |
| 5Y | +66.4% | +64.1% | +2.3% | +26.6% |
| All | +332.7% | +720.8% | -388.2% | +165.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling