+19.0%
PM vs VCLT
-3.8%
+22.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.7% |
| 7D | +1.9% | -1.3% | +3.2% | +2.5% |
| 30D | +1.9% | -1.1% | +3.0% | +2.4% |
| 3M | +4.6% | -3.7% | +8.3% | +6.3% |
| 6M | +11.7% | -4.0% | +15.7% | +14.3% |
| YTD | +20.4% | -3.4% | +23.7% | +23.3% |
| 1Y | +19.0% | -4.1% | +23.1% | +22.2% |
| All | +19.0% | -3.8% | +22.8% | +22.2% |
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