+325.5%
VUG vs PENG
+644.0%
-318.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -1.2% | -16.1% | +14.9% | +1.1% |
| 30D | -8.9% | -41.5% | +32.6% | -1.6% |
| 3M | -5.9% | -19.1% | +13.2% | -4.6% |
| 6M | -3.3% | +0.9% | -4.2% | -8.8% |
| YTD | +3.4% | +128.2% | -124.8% | -17.0% |
| 1Y | +1.9% | +98.6% | -96.7% | -16.4% |
| 3Y | +76.9% | +188.2% | -111.3% | +29.5% |
| 5Y | +63.9% | +55.5% | +8.4% | +26.0% |
| All | +325.5% | +644.0% | -318.5% | +165.8% |
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 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