+122.9%
VXUS vs PENG
+762.7%
-639.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 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% | +10.7% |
| 3Y | +73.3% | +98.9% | -25.6% | +42.8% |
| 5Y | +54.3% | +116.3% | -61.9% | +21.8% |
| All | +122.9% | +762.7% | -639.8% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling