+131.2%
PNC vs VCLT
+11.4%
+119.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | -1.4% | +0.8% | +0.2% |
| 30D | -4.4% | -1.2% | -3.2% | -3.8% |
| 3M | +5.2% | -4.8% | +10.0% | +8.0% |
| 6M | +20.6% | -2.6% | +23.2% | +22.3% |
| YTD | +19.8% | -3.3% | +23.1% | +21.8% |
| 1Y | +24.4% | -4.8% | +29.2% | +27.6% |
| 3Y | +131.2% | +11.5% | +119.7% | +112.2% |
| All | +131.2% | +11.4% | +119.9% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling