+343.7%
PEG vs VCLT
+103.3%
+240.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -1.9% | -0.6% | -1.3% | -1.7% |
| 3M | -3.7% | -2.2% | -1.4% | -3.1% |
| 6M | -9.4% | -2.9% | -6.5% | -8.7% |
| YTD | -6.0% | -2.1% | -3.9% | -5.5% |
| 1Y | -4.4% | -2.6% | -1.8% | -3.7% |
| 3Y | +33.5% | +12.5% | +21.0% | +29.2% |
| 5Y | +35.7% | -15.3% | +51.0% | +38.3% |
| 10Y | +140.4% | +16.6% | +123.8% | +136.7% |
| All | +343.7% | +103.3% | +240.4% | +447.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling