-8.7%
PEG vs VCLT
-4.4%
-4.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.9% | -1.4% | +0.5% | -0.2% |
| 30D | -3.7% | -1.2% | -2.5% | -3.1% |
| 3M | -7.3% | -4.8% | -2.5% | -4.6% |
| 6M | -10.5% | -2.6% | -7.9% | -9.3% |
| YTD | -7.5% | -3.3% | -4.2% | -5.6% |
| 1Y | -8.7% | -4.8% | -3.9% | -6.0% |
| All | -8.7% | -4.4% | -4.3% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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