+522.0%
PENG vs VCLT
+16.6%
+505.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.4% | +12.4% |
| 7D | -19.4% | +0.3% | -19.7% | -19.6% |
| 30D | -42.4% | +3.7% | -46.1% | -43.8% |
| 3M | -25.6% | -1.0% | -24.7% | -25.3% |
| 6M | +7.3% | -3.4% | +10.6% | +9.7% |
| YTD | +113.9% | -2.6% | +116.5% | +118.0% |
| 1Y | +93.6% | -3.3% | +96.8% | +98.2% |
| 3Y | +170.2% | +17.3% | +152.9% | +150.7% |
| 5Y | +44.2% | -17.0% | +61.2% | +52.6% |
| All | +522.0% | +16.6% | +505.4% | +589.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling