+272.5%
PM vs VCLT
+21.5%
+250.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +0.5% | -2.3% | +2.8% | +1.4% |
| 30D | -3.2% | +0.8% | -4.0% | -3.5% |
| 3M | +6.2% | -2.7% | +8.9% | +7.2% |
| 6M | +7.7% | -4.3% | +12.0% | +9.4% |
| YTD | +27.3% | -4.3% | +31.6% | +29.3% |
| 1Y | +32.8% | -4.4% | +37.1% | +34.9% |
| 3Y | +150.0% | +13.8% | +136.2% | +137.4% |
| 5Y | +164.2% | -17.0% | +181.2% | +180.4% |
| All | +272.5% | +21.5% | +250.9% | +239.2% |
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 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