+37.4%
PEG vs VCLT
-17.2%
+54.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.9% | -1.4% | +0.5% | -0.3% |
| 30D | -3.7% | -1.2% | -2.5% | -3.2% |
| 3M | -7.3% | -4.8% | -2.5% | -5.4% |
| 6M | -10.5% | -2.6% | -7.9% | -9.5% |
| YTD | -7.5% | -3.3% | -4.2% | -6.2% |
| 1Y | -8.7% | -4.8% | -3.9% | -6.8% |
| 3Y | +31.4% | +11.5% | +19.8% | +25.0% |
| All | +37.4% | -17.2% | +54.6% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling