+170.2%
PENG vs VCLT
+16.2%
+154.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.4% | +12.4% |
| 7D | -19.4% | +0.3% | -19.7% | -19.7% |
| 30D | -42.4% | +3.7% | -46.1% | -45.0% |
| 3M | -25.6% | -1.5% | -24.2% | -24.4% |
| 6M | +7.3% | -3.8% | +11.1% | +12.6% |
| YTD | +113.9% | -3.1% | +117.0% | +123.3% |
| 1Y | +93.6% | -3.8% | +97.3% | +103.6% |
| 3Y | +170.2% | +16.7% | +153.5% | +142.1% |
| All | +170.2% | +16.2% | +154.0% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling