+317.2%
VUG vs PENG
+597.2%
-280.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.4% | -11.5% | -1.2% |
| 7D | -3.4% | -19.4% | +16.1% | -0.6% |
| 30D | -11.1% | -42.4% | +31.3% | -3.7% |
| 3M | -7.2% | -25.6% | +18.4% | -4.6% |
| 6M | -4.1% | +7.3% | -11.4% | -10.7% |
| YTD | +1.4% | +113.9% | -112.5% | -17.7% |
| 1Y | +1.9% | +93.6% | -91.7% | -16.0% |
| 3Y | +77.7% | +170.2% | -92.5% | +31.5% |
| 5Y | +57.6% | +44.2% | +13.4% | +22.8% |
| All | +317.2% | +597.2% | -280.0% | +163.6% |
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