+669.7%
PENG vs VCLT
+17.4%
+652.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.3% | +6.4% |
| 7D | +4.5% | -0.5% | +5.1% | +4.9% |
| 30D | -7.1% | -0.9% | -6.3% | -6.7% |
| 3M | -27.3% | -3.2% | -24.0% | -25.7% |
| 6M | +169.6% | -3.8% | +173.4% | +177.0% |
| YTD | +164.6% | -2.0% | +166.6% | +169.1% |
| 1Y | +109.5% | -0.8% | +110.3% | +111.7% |
| 3Y | +98.9% | +12.3% | +86.6% | +88.1% |
| 5Y | +116.3% | -15.4% | +131.7% | +127.0% |
| All | +669.7% | +17.4% | +652.3% | +751.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling