+293.0%
PCAR vs VCLT
+20.2%
+272.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +2.9% | +1.2% | +1.7% | +2.5% |
| 30D | -2.1% | +3.4% | -5.5% | -3.1% |
| 3M | -20.4% | -0.9% | -19.5% | -20.2% |
| 6M | -7.0% | -3.1% | -3.8% | -6.0% |
| YTD | -2.6% | -2.4% | -0.3% | -1.9% |
| 1Y | +9.8% | -2.7% | +12.4% | +10.7% |
| 3Y | +37.3% | +16.9% | +20.4% | +31.9% |
| 5Y | +116.4% | -17.0% | +133.4% | +121.7% |
| 10Y | +293.0% | +22.1% | +270.8% | +285.2% |
| All | +293.0% | +20.2% | +272.7% | +285.2% |
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