+52.3%
PNC vs VCLT
-17.3%
+69.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | -4.4% | -1.1% | -3.3% | -4.0% |
| 3M | +5.3% | -3.7% | +9.0% | +6.9% |
| 6M | +19.6% | -4.0% | +23.6% | +21.6% |
| YTD | +19.1% | -3.4% | +22.5% | +20.8% |
| 1Y | +24.3% | -4.1% | +28.5% | +26.4% |
| 3Y | +132.2% | +11.0% | +121.2% | +122.1% |
| 5Y | +52.3% | -17.0% | +69.3% | +29.8% |
| All | +52.3% | -17.3% | +69.6% | +29.8% |
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 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