+46.1%
VXUS vs PENG
+56.5%
-10.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | +0.6% |
| 7D | +2.1% | +13.2% | -11.1% | +0.5% |
| 30D | -1.1% | -29.9% | +28.8% | +2.2% |
| 3M | -5.6% | -22.2% | +16.6% | -4.4% |
| 6M | -2.3% | -1.9% | -0.4% | -6.2% |
| YTD | +10.4% | +142.1% | -131.8% | -7.3% |
| 1Y | +13.1% | +151.5% | -138.5% | -5.6% |
| 3Y | +68.0% | +206.9% | -138.9% | +29.8% |
| All | +46.1% | +56.5% | -10.4% | +12.9% |
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