+124.7%
PENG vs VCLT
-3.2%
+127.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.0% | -10.1% | -10.9% |
| 7D | -20.5% | +0.4% | -20.9% | -21.0% |
| 30D | -20.4% | +3.9% | -24.3% | -27.4% |
| 3M | -16.4% | -1.9% | -14.5% | -11.1% |
| 6M | +49.2% | -2.6% | +51.9% | +63.9% |
| YTD | +147.2% | -3.1% | +150.3% | +172.7% |
| 1Y | +124.7% | -3.6% | +128.2% | +151.2% |
| All | +124.7% | -3.2% | +127.9% | +151.2% |
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