+72.2%
VZ vs PENG
+520.3%
-448.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.0% | +22.9% | 0.0% |
| 7D | +5.6% | -36.7% | +42.3% | +5.8% |
| 30D | +1.9% | -42.0% | +43.9% | +2.1% |
| 3M | +0.8% | -33.2% | +34.0% | +0.8% |
| 6M | +0.6% | +2.1% | -1.5% | -0.8% |
| YTD | +20.8% | +90.3% | -69.5% | +17.2% |
| 1Y | +23.9% | +67.7% | -43.7% | +20.6% |
| 3Y | +55.7% | +154.2% | -98.5% | +47.1% |
| 5Y | +21.5% | +28.3% | -6.8% | +16.0% |
| All | +72.2% | +520.3% | -448.2% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling