+22.3%
VZ vs PENG
+68.7%
-46.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | +0.9% |
| 7D | +0.9% | +1.9% | -0.9% | +1.1% |
| 30D | +8.9% | -37.8% | +46.7% | +7.9% |
| 3M | +0.1% | -14.1% | +14.2% | 0.0% |
| 6M | +1.9% | +13.1% | -11.2% | +2.1% |
| YTD | +22.0% | +151.8% | -129.8% | +22.7% |
| 1Y | +22.1% | +136.0% | -113.9% | +22.8% |
| 3Y | +58.7% | +217.9% | -159.3% | +56.5% |
| 5Y | +22.3% | +64.1% | -41.8% | +18.9% |
| All | +22.3% | +68.7% | -46.3% | +18.9% |
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