+76.1%
VUG vs PENG
+153.0%
-76.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -23.0% | +17.6% | -1.9% |
| 7D | -7.1% | -36.7% | +29.6% | -1.0% |
| 30D | -12.1% | -42.0% | +29.9% | -5.6% |
| 3M | -8.1% | -33.2% | +25.1% | -4.1% |
| 6M | -3.2% | +2.1% | -5.3% | -9.9% |
| YTD | +0.5% | +90.3% | -89.8% | -18.3% |
| 1Y | -0.7% | +67.7% | -68.3% | -17.4% |
| All | +76.1% | +153.0% | -76.9% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling