+140.8%
PH vs VCLT
+12.2%
+128.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | +0.3% | +0.1% | +0.2% |
| 30D | -10.8% | -0.6% | -10.2% | -10.5% |
| 3M | +8.5% | -2.2% | +10.7% | +10.0% |
| 6M | +3.9% | -2.9% | +6.8% | +5.8% |
| YTD | +9.4% | -2.1% | +11.5% | +10.9% |
| 1Y | +26.8% | -2.6% | +29.4% | +28.9% |
| 3Y | +140.8% | +12.5% | +128.3% | +116.4% |
| All | +140.8% | +12.2% | +128.6% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling