+70.3%
PR vs VCLT
+20.7%
+49.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -9.5% | +0.2% | -9.7% | -9.5% |
| 30D | -5.7% | +2.3% | -8.0% | -5.8% |
| 3M | +3.0% | -1.1% | +4.0% | +3.0% |
| 6M | +11.8% | -4.2% | +16.0% | +12.0% |
| YTD | +58.5% | -3.4% | +61.9% | +58.6% |
| 1Y | +69.9% | -3.8% | +73.7% | +70.1% |
| 3Y | +84.9% | +14.7% | +70.2% | +82.6% |
| 5Y | +246.4% | -16.7% | +263.1% | +235.1% |
| 10Y | +70.3% | +20.5% | +49.8% | +94.8% |
| All | +70.3% | +20.7% | +49.6% | +94.8% |
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