+110.2%
VXUS vs PENG
+661.7%
-551.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.3% | -6.4% | +1.7% |
| 7D | +0.8% | -3.8% | +4.6% | +0.6% |
| 30D | -1.9% | -40.1% | +38.2% | +3.6% |
| 3M | -4.4% | -21.8% | +17.4% | -3.1% |
| 6M | -2.0% | +3.3% | -5.3% | -6.5% |
| YTD | +11.1% | +133.6% | -122.5% | -6.0% |
| 1Y | +15.1% | +110.7% | -95.6% | -1.5% |
| 3Y | +70.4% | +204.3% | -133.8% | +33.1% |
| 5Y | +47.2% | +54.4% | -7.2% | +19.9% |
| All | +110.2% | +661.7% | -551.5% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling