+760.7%
PM vs VCLT
+102.1%
+658.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -7.1% | -0.6% | -6.5% | -7.0% |
| 30D | -2.8% | +2.8% | -5.6% | -3.4% |
| 3M | +6.3% | -0.4% | +6.7% | +6.4% |
| 6M | +9.6% | -3.1% | +12.7% | +10.4% |
| YTD | +25.6% | -2.7% | +28.3% | +26.3% |
| 1Y | +29.7% | -3.7% | +33.3% | +30.7% |
| 3Y | +147.6% | +15.6% | +132.0% | +139.9% |
| 5Y | +160.1% | -15.8% | +175.9% | +164.5% |
| 10Y | +260.9% | +23.0% | +237.9% | +263.7% |
| All | +760.7% | +102.1% | +658.7% | +942.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling