+70.6%
VZ vs PENG
+597.2%
-526.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.4% | -13.3% | -1.0% |
| 7D | +2.1% | -19.4% | +21.6% | +2.2% |
| 30D | +1.4% | -42.4% | +43.8% | +1.6% |
| 3M | -1.3% | -25.6% | +24.4% | -1.3% |
| 6M | -0.5% | +7.3% | -7.8% | -1.8% |
| YTD | +19.6% | +113.9% | -94.2% | +16.0% |
| 1Y | +22.4% | +93.6% | -71.2% | +18.9% |
| 3Y | +55.9% | +170.2% | -114.3% | +47.6% |
| 5Y | +20.4% | +44.2% | -23.8% | +14.9% |
| All | +70.6% | +597.2% | -526.6% | +59.5% |
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