+455.3%
PL vs VCLT
+16.2%
+439.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.4% | +10.5% |
| 7D | -6.8% | +0.3% | -7.1% | -7.3% |
| 30D | -29.3% | +3.7% | -33.0% | -33.2% |
| 3M | -44.8% | -1.5% | -43.3% | -43.6% |
| 6M | -68.4% | -3.8% | -64.5% | -66.2% |
| YTD | -36.4% | -3.1% | -33.2% | -33.1% |
| 1Y | +0.7% | -3.8% | +4.5% | +6.8% |
| 3Y | +455.3% | +16.7% | +438.6% | +337.8% |
| All | +455.3% | +16.2% | +439.1% | +337.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling