+693.4%
PM vs VCLT
+103.4%
+590.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -3.4% | -0.9% | -2.5% | -3.2% |
| 3M | +5.2% | -3.2% | +8.4% | +6.0% |
| 6M | +3.7% | -3.8% | +7.5% | +4.6% |
| YTD | +15.8% | -2.0% | +17.8% | +16.3% |
| 1Y | +17.4% | -0.8% | +18.2% | +17.6% |
| 3Y | +116.9% | +12.3% | +104.6% | +111.4% |
| 5Y | +117.3% | -15.4% | +132.7% | +120.8% |
| 10Y | +193.8% | +15.7% | +178.0% | +192.3% |
| All | +693.4% | +103.4% | +590.0% | +860.0% |
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