+67.7%
VWO vs PENG
+108.8%
-41.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +0.1% |
| 7D | +1.1% | +4.5% | -3.5% | +0.6% |
| 30D | +2.4% | -7.1% | +9.5% | +2.9% |
| 3M | +2.0% | -27.3% | +29.3% | +3.7% |
| 6M | +10.7% | +169.6% | -158.9% | -2.5% |
| YTD | +14.4% | +164.6% | -150.2% | +0.7% |
| 1Y | +22.7% | +109.5% | -86.8% | +9.9% |
| All | +67.7% | +108.8% | -41.1% | +44.5% |
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