+23.9%
VZ vs PENG
+73.0%
-49.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.0% | +22.9% | -2.1% |
| 7D | +5.6% | -36.7% | +42.3% | +1.9% |
| 30D | +1.9% | -42.0% | +43.9% | -2.2% |
| 3M | +0.8% | -33.2% | +34.0% | -1.6% |
| 6M | +0.6% | +2.1% | -1.5% | +3.1% |
| YTD | +20.8% | +90.3% | -69.5% | +32.3% |
| 1Y | +23.9% | +67.7% | -43.7% | +34.4% |
| All | +23.9% | +73.0% | -49.0% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling