+74.7%
PBR vs VCLT
-4.4%
+79.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +5.4% | -1.4% | +6.7% | +4.3% |
| 30D | +22.9% | -1.2% | +24.0% | +21.7% |
| 3M | +19.6% | -4.8% | +24.4% | +16.5% |
| 6M | +16.5% | -2.6% | +19.0% | +14.0% |
| YTD | +86.7% | -3.3% | +90.0% | +80.8% |
| 1Y | +74.7% | -4.8% | +79.5% | +70.5% |
| All | +74.7% | -4.4% | +79.1% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling