+44.1%
PL vs VCLT
-11.9%
+56.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.5% |
| 7D | +5.6% | +0.2% | +5.4% | +5.3% |
| 30D | -16.9% | +2.3% | -19.2% | -19.2% |
| 3M | -38.2% | -1.1% | -37.2% | -37.6% |
| 6M | -63.4% | -4.2% | -59.3% | -61.5% |
| YTD | -27.6% | -3.4% | -24.3% | -24.6% |
| 1Y | +6.6% | -3.8% | +10.4% | +11.4% |
| 3Y | +557.6% | +14.7% | +542.9% | +481.8% |
| 5Y | +39.5% | -16.7% | +56.2% | +35.7% |
| All | +44.1% | -11.9% | +56.0% | +39.5% |
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