+287.1%
PCAR vs VCLT
+21.5%
+265.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.9% | -2.3% | +7.2% | +5.7% |
| 30D | -1.4% | +0.8% | -2.2% | -1.6% |
| 3M | -18.1% | -2.7% | -15.5% | -17.5% |
| 6M | -4.0% | -4.3% | +0.3% | -2.7% |
| YTD | -1.5% | -4.3% | +2.9% | -0.1% |
| 1Y | +13.2% | -4.4% | +17.6% | +14.8% |
| 3Y | +35.8% | +13.8% | +22.0% | +31.6% |
| 5Y | +114.6% | -17.0% | +131.6% | +120.2% |
| All | +287.1% | +21.5% | +265.6% | +281.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling