+102.6%
PAAS vs VCLT
+101.0%
+1.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | -5.2% | -0.6% | -4.6% | -4.7% |
| 30D | -13.9% | +2.3% | -16.2% | -15.5% |
| 3M | -23.8% | -0.9% | -22.9% | -23.1% |
| 6M | -36.4% | -3.6% | -32.8% | -34.3% |
| YTD | -23.4% | -3.2% | -20.2% | -21.0% |
| 1Y | +5.6% | -4.2% | +9.8% | +9.8% |
| 3Y | +209.7% | +15.0% | +194.7% | +175.6% |
| 5Y | +55.6% | -16.2% | +71.8% | +77.1% |
| 10Y | +212.2% | +22.4% | +189.8% | +178.2% |
| All | +102.6% | +101.0% | +1.6% | +88.4% |
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