+104.3%
PBR vs VCLT
+11.3%
+93.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.4% |
| 7D | +4.2% | -1.3% | +5.5% | +4.5% |
| 30D | +22.7% | -1.1% | +23.9% | +23.0% |
| 3M | +21.5% | -3.7% | +25.2% | +22.6% |
| 6M | +24.0% | -4.0% | +28.0% | +25.1% |
| YTD | +88.2% | -3.4% | +91.6% | +89.3% |
| 1Y | +74.8% | -4.1% | +79.0% | +76.3% |
| All | +104.3% | +11.3% | +93.0% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling