+73.1%
VZ vs PENG
+689.3%
-616.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.4% |
| 7D | +1.5% | +13.2% | -11.8% | +1.4% |
| 30D | +4.4% | -29.9% | +34.3% | +4.5% |
| 3M | -2.4% | -22.2% | +19.9% | -2.4% |
| 6M | +1.4% | -1.9% | +3.3% | +0.6% |
| YTD | +21.4% | +142.1% | -120.7% | +17.7% |
| 1Y | +20.3% | +151.5% | -131.2% | +16.4% |
| 3Y | +57.4% | +206.9% | -149.6% | +48.9% |
| 5Y | +21.9% | +58.2% | -36.3% | +16.4% |
| All | +73.1% | +689.3% | -616.3% | +61.8% |
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