+25.5%
VZ vs PENG
+115.2%
-89.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -0.8% |
| 7D | +0.1% | +4.5% | -4.5% | +0.2% |
| 30D | +7.9% | -7.1% | +15.0% | +7.8% |
| 3M | +13.6% | -27.3% | +40.9% | +13.5% |
| 6M | +1.1% | +169.6% | -168.5% | +1.5% |
| YTD | +29.3% | +164.6% | -135.3% | +29.8% |
| 1Y | +21.2% | +109.5% | -88.2% | +21.8% |
| 3Y | +75.9% | +98.9% | -23.0% | +75.2% |
| All | +25.5% | +115.2% | -89.8% | +21.3% |
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