+313.4%
VUG vs PENG
+520.3%
-206.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -23.0% | +17.6% | -1.6% |
| 7D | -7.1% | -36.7% | +29.6% | -0.4% |
| 30D | -12.1% | -42.0% | +29.9% | -4.9% |
| 3M | -8.1% | -33.2% | +25.1% | -3.7% |
| 6M | -3.2% | +2.1% | -5.3% | -9.1% |
| YTD | +0.5% | +90.3% | -89.8% | -16.8% |
| 1Y | -0.7% | +67.7% | -68.3% | -16.0% |
| 3Y | +77.1% | +154.2% | -77.1% | +32.5% |
| 5Y | +56.2% | +28.3% | +27.9% | +24.2% |
| All | +313.4% | +520.3% | -206.9% | +166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling