+751.5%
PM vs VCLT
+100.6%
+651.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.8% |
| 7D | -6.6% | +0.2% | -6.9% | -6.7% |
| 30D | -3.4% | +2.3% | -5.7% | -3.9% |
| 3M | +5.3% | -1.1% | +6.4% | +5.6% |
| 6M | +15.5% | -4.2% | +19.7% | +16.6% |
| YTD | +24.3% | -3.4% | +27.6% | +25.2% |
| 1Y | +29.7% | -3.8% | +33.5% | +30.8% |
| 3Y | +144.9% | +14.7% | +130.2% | +137.8% |
| 5Y | +159.0% | -16.7% | +175.7% | +164.0% |
| 10Y | +250.9% | +20.5% | +230.4% | +253.5% |
| All | +751.5% | +100.6% | +651.0% | +933.4% |
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