+67.4%
PENG vs VCLT
-17.0%
+84.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.7% |
| 7D | +34.6% | -1.9% | +36.5% | +36.6% |
| 30D | -35.9% | +1.4% | -37.4% | -36.9% |
| 3M | -14.7% | -1.8% | -12.9% | -13.7% |
| 6M | +13.5% | -3.9% | +17.4% | +17.4% |
| YTD | +156.1% | -3.9% | +160.1% | +165.5% |
| 1Y | +141.3% | -4.7% | +146.0% | +151.9% |
| 3Y | +223.4% | +14.1% | +209.4% | +199.4% |
| 5Y | +67.4% | -16.6% | +84.0% | +54.7% |
| All | +67.4% | -17.0% | +84.4% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling