+65.2%
PR vs VCLT
+18.4%
+46.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -16.4% | +0.3% | -16.7% | -16.4% |
| 30D | -1.9% | +3.7% | -5.6% | -2.0% |
| 3M | +8.0% | -1.0% | +8.9% | +8.0% |
| 6M | +4.1% | -3.4% | +7.5% | +4.3% |
| YTD | +58.7% | -2.6% | +61.3% | +58.8% |
| 1Y | +75.8% | -3.3% | +79.1% | +76.1% |
| 3Y | +73.2% | +17.3% | +55.8% | +70.9% |
| 5Y | +230.1% | -17.0% | +247.1% | +219.0% |
| All | +65.2% | +18.4% | +46.8% | +92.1% |
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