-76.7%
PCG vs VCLT
+20.2%
-96.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -1.1% | +1.2% | -2.3% | -2.1% |
| 30D | +0.1% | +3.4% | -3.3% | -2.8% |
| 3M | -24.4% | -0.9% | -23.6% | -23.9% |
| 6M | -17.7% | -3.1% | -14.5% | -15.5% |
| YTD | -17.4% | -2.4% | -15.1% | -15.8% |
| 1Y | -19.4% | -2.7% | -16.7% | -17.6% |
| 3Y | -18.6% | +16.9% | -35.5% | -29.5% |
| 5Y | +10.2% | -17.0% | +27.2% | +33.5% |
| 10Y | -76.7% | +22.1% | -98.8% | -81.7% |
| All | -76.7% | +20.2% | -96.9% | -81.7% |
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