+7.3%
PL vs VCLT
-2.7%
+10.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.3% | +14.2% | +14.3% |
| 7D | +10.9% | +1.2% | +9.6% | +9.7% |
| 30D | -16.4% | +3.4% | -19.7% | -19.0% |
| 3M | -39.9% | -0.9% | -39.1% | -38.9% |
| 6M | -63.2% | -3.1% | -60.0% | -61.9% |
| YTD | -27.1% | -2.4% | -24.8% | -23.4% |
| All | +7.3% | -2.7% | +10.1% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling