+125.1%
PM vs VCLT
-15.1%
+140.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -2.6% | -0.6% | -2.0% | -2.4% |
| 3M | +5.8% | -2.2% | +8.0% | +6.6% |
| 6M | +10.6% | -2.9% | +13.4% | +11.6% |
| YTD | +17.2% | -2.1% | +19.2% | +18.0% |
| 1Y | +17.6% | -2.6% | +20.2% | +18.7% |
| 3Y | +124.3% | +12.5% | +111.7% | +115.2% |
| 5Y | +125.1% | -15.3% | +140.4% | +123.1% |
| All | +125.1% | -15.1% | +140.2% | +123.1% |
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