+3.9%
PEP vs VCLT
-15.1%
+19.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +0.7% | -0.6% | +1.2% | +0.8% |
| 3M | -0.5% | -2.2% | +1.7% | +0.2% |
| 6M | -11.3% | -2.9% | -8.4% | -10.5% |
| YTD | -0.6% | -2.1% | +1.5% | 0.0% |
| 1Y | +1.7% | -2.6% | +4.2% | +2.4% |
| 3Y | -12.5% | +12.5% | -25.0% | -15.9% |
| 5Y | +3.9% | -15.3% | +19.2% | +4.4% |
| All | +3.9% | -15.1% | +19.0% | +4.4% |
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 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