+39.5%
PL vs VCLT
-12.7%
+52.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +10.0% | -2.3% | +12.3% | +12.9% |
| 30D | -2.3% | +0.8% | -3.0% | -3.2% |
| 3M | -44.2% | -2.7% | -41.5% | -42.6% |
| 6M | -66.1% | -4.3% | -61.8% | -64.2% |
| YTD | -30.0% | -4.3% | -25.7% | -26.2% |
| 1Y | +21.0% | -4.4% | +25.4% | +27.3% |
| 3Y | +516.5% | +13.8% | +502.7% | +450.7% |
| 5Y | +32.0% | -17.0% | +49.0% | +29.8% |
| All | +39.5% | -12.7% | +52.2% | +36.5% |
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