+77.2%
PR vs VCLT
-2.4%
+79.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | -1.2% | +0.3% | -1.5% | -0.9% |
| 30D | +16.6% | -0.6% | +17.2% | +15.8% |
| 3M | +21.0% | -2.2% | +23.2% | +18.4% |
| 6M | +26.8% | -2.9% | +29.7% | +24.3% |
| YTD | +70.3% | -2.1% | +72.4% | +67.4% |
| 1Y | +77.2% | -2.6% | +79.7% | +74.5% |
| All | +77.2% | -2.4% | +79.5% | +74.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling