+2,225.1%
PH vs VCLT
+99.5%
+2,125.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | +7.4% | -1.9% | +9.3% | +7.7% |
| 30D | +0.5% | +1.4% | -1.0% | +0.2% |
| 3M | -10.2% | -1.8% | -8.5% | -10.0% |
| 6M | +8.9% | -3.9% | +12.8% | +9.6% |
| YTD | +9.7% | -3.9% | +13.6% | +10.4% |
| 1Y | +12.8% | -4.7% | +17.5% | +13.7% |
| 3Y | +134.6% | +14.1% | +120.5% | +131.0% |
| 5Y | +204.5% | -16.6% | +221.1% | +198.9% |
| 10Y | +697.5% | +21.4% | +676.1% | +789.4% |
| All | +2,225.1% | +99.5% | +2,125.7% | +3,653.6% |
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