+84.5%
PR vs VCLT
+21.5%
+62.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +6.0% | -2.3% | +8.2% | +6.1% |
| 30D | -4.2% | +0.8% | -5.0% | -4.2% |
| 3M | +10.0% | -2.7% | +12.6% | +10.1% |
| 6M | +15.6% | -4.3% | +19.9% | +15.8% |
| YTD | +68.2% | -4.3% | +72.5% | +68.4% |
| 1Y | +79.2% | -4.4% | +83.6% | +79.4% |
| 3Y | +94.9% | +13.8% | +81.1% | +92.6% |
| 5Y | +272.8% | -17.0% | +289.7% | +260.5% |
| All | +84.5% | +21.5% | +62.9% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling