+76.5%
VUG vs PENG
+115.2%
-38.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.7% |
| 7D | -0.1% | +4.5% | -4.6% | -1.0% |
| 30D | -0.3% | -7.1% | +6.8% | +0.7% |
| 3M | -0.7% | -27.3% | +26.6% | +2.3% |
| 6M | +14.6% | +169.6% | -155.0% | -12.1% |
| YTD | +9.0% | +164.6% | -155.6% | -16.7% |
| 1Y | +14.9% | +109.5% | -94.6% | -8.5% |
| 3Y | +86.0% | +98.9% | -12.9% | +37.0% |
| All | +76.5% | +115.2% | -38.7% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling