+28.0%
VWO vs PENG
+56.2%
-28.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.9% | +1.3% |
| 7D | +1.6% | -3.8% | +5.4% | +1.5% |
| 30D | -5.3% | -40.1% | +34.8% | -0.3% |
| 3M | -6.2% | -21.8% | +15.6% | -5.0% |
| 6M | -6.2% | +3.3% | -9.5% | -10.3% |
| YTD | +5.6% | +133.6% | -128.0% | -10.1% |
| 1Y | +6.2% | +110.7% | -104.5% | -8.6% |
| 3Y | +57.5% | +204.3% | -146.7% | +23.7% |
| 5Y | +28.0% | +54.4% | -26.3% | +2.5% |
| All | +28.0% | +56.2% | -28.2% | +2.5% |
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 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