+164.4%
PAAS vs VCLT
+103.4%
+61.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -2.9% | -0.5% | -2.4% | -2.5% |
| 30D | +6.8% | -0.9% | +7.6% | +7.6% |
| 3M | -2.9% | -3.2% | +0.4% | -0.1% |
| 6M | -16.4% | -3.8% | -12.6% | -13.4% |
| YTD | 0.0% | -2.0% | +2.0% | +2.0% |
| 1Y | +54.3% | -0.8% | +55.1% | +55.8% |
| 3Y | +230.7% | +12.3% | +218.4% | +199.6% |
| 5Y | +111.6% | -15.4% | +127.0% | +138.6% |
| 10Y | +211.7% | +15.7% | +196.0% | +183.0% |
| All | +164.4% | +103.4% | +61.0% | +143.2% |
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