+136.4%
PH vs VCLT
+14.6%
+121.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +0.3% | +2.3% | -2.0% | -1.1% |
| 3M | -8.8% | -1.1% | -7.8% | -8.4% |
| 6M | +10.0% | -4.2% | +14.2% | +12.7% |
| YTD | +10.5% | -3.4% | +13.9% | +12.6% |
| 1Y | +15.5% | -3.8% | +19.3% | +18.1% |
| 3Y | +136.4% | +14.7% | +121.6% | +127.3% |
| All | +136.4% | +14.6% | +121.8% | +127.3% |
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