+21.1%
PL vs VCLT
-16.9%
+38.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.4% | +10.4% |
| 7D | -6.8% | +0.3% | -7.1% | -7.2% |
| 30D | -29.3% | +3.7% | -33.0% | -32.4% |
| 3M | -44.8% | -1.0% | -43.8% | -44.2% |
| 6M | -68.4% | -3.4% | -65.0% | -66.9% |
| YTD | -36.4% | -2.6% | -33.7% | -34.2% |
| 1Y | +0.7% | -3.3% | +4.0% | +4.8% |
| 3Y | +455.3% | +17.3% | +438.0% | +374.7% |
| All | +21.1% | -16.9% | +38.1% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling