+4.0%
PEP vs VCLT
-16.2%
+20.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +1.1% | -0.6% | +1.6% | +1.2% |
| 30D | +13.6% | +2.8% | +10.8% | +12.6% |
| 3M | +5.1% | -0.4% | +5.5% | +5.2% |
| 6M | -1.6% | -3.1% | +1.5% | -0.7% |
| YTD | +3.3% | -2.7% | +6.0% | +4.1% |
| 1Y | +3.2% | -3.7% | +6.9% | +4.4% |
| 3Y | -3.9% | +15.6% | -19.5% | -8.4% |
| 5Y | +4.0% | -15.8% | +19.8% | +2.7% |
| All | +4.0% | -16.2% | +20.3% | +2.7% |
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