+0.7%
PL vs VCLT
-3.1%
+3.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.4% | +10.4% |
| 7D | -6.8% | +0.3% | -7.1% | -7.0% |
| 30D | -29.3% | +3.7% | -33.0% | -31.8% |
| 3M | -44.8% | -1.0% | -43.8% | -43.8% |
| 6M | -68.4% | -3.4% | -65.0% | -67.2% |
| YTD | -36.4% | -2.6% | -33.7% | -32.9% |
| 1Y | +0.7% | -3.3% | +4.0% | +5.2% |
| All | +0.7% | -3.1% | +3.9% | +5.2% |
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