+276.6%
PG vs VCLT
+100.6%
+176.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | +0.8% | -1.2% | +2.0% | +1.0% |
| 3M | -1.3% | -4.8% | +3.4% | -0.6% |
| 6M | -3.8% | -2.6% | -1.3% | -3.4% |
| YTD | +3.6% | -3.3% | +7.0% | +4.2% |
| 1Y | -5.7% | -4.8% | -0.9% | -5.0% |
| 3Y | +1.6% | +11.5% | -9.9% | +0.1% |
| 5Y | +14.6% | -17.0% | +31.6% | +15.4% |
| 10Y | +121.2% | +16.7% | +104.4% | +125.7% |
| All | +276.6% | +100.6% | +176.0% | +334.8% |
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