+54.4%
VXUS vs PENG
+115.2%
-60.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.3% |
| 7D | +1.0% | +4.5% | -3.5% | +0.4% |
| 30D | +2.2% | -7.1% | +9.3% | +2.9% |
| 3M | +3.0% | -27.3% | +30.2% | +5.1% |
| 6M | +10.7% | +169.6% | -158.9% | -6.3% |
| YTD | +17.8% | +164.6% | -146.8% | -0.3% |
| 1Y | +27.6% | +109.5% | -81.9% | +10.6% |
| 3Y | +73.3% | +98.9% | -25.6% | +42.9% |
| All | +54.4% | +115.2% | -60.8% | +22.2% |
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