+65.1%
PBR vs VCLT
+103.3%
-38.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +19.4% | -0.6% | +19.9% | +19.5% |
| 3M | +20.8% | -2.2% | +23.0% | +21.3% |
| 6M | +23.5% | -2.9% | +26.4% | +24.1% |
| YTD | +83.4% | -2.1% | +85.5% | +83.9% |
| 1Y | +77.6% | -2.6% | +80.1% | +78.2% |
| 3Y | +99.9% | +12.5% | +87.3% | +94.2% |
| 5Y | +567.7% | -15.3% | +583.0% | +586.6% |
| 10Y | +621.5% | +16.6% | +604.9% | +667.1% |
| All | +65.1% | +103.3% | -38.2% | +154.5% |
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 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