+189.3%
PENG vs VCLT
+15.5%
+173.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -1.2% |
| 7D | -16.1% | +0.2% | -16.3% | -16.4% |
| 30D | -41.5% | +2.3% | -43.8% | -43.2% |
| 3M | -19.1% | -1.1% | -18.1% | -18.3% |
| 6M | +0.9% | -4.2% | +5.1% | +6.2% |
| YTD | +128.2% | -3.4% | +131.6% | +138.9% |
| 1Y | +98.6% | -3.8% | +102.4% | +108.9% |
| All | +189.3% | +15.5% | +173.8% | +176.5% |
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 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