+68.3%
PR vs VCLT
-2.7%
+71.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -0.7% |
| 7D | -12.4% | +1.2% | -13.6% | -11.0% |
| 30D | -6.6% | +3.4% | -9.9% | -2.6% |
| 3M | +7.5% | -0.9% | +8.4% | +6.2% |
| 6M | +10.8% | -3.1% | +13.9% | +7.6% |
| YTD | +57.0% | -2.4% | +59.4% | +53.5% |
| All | +68.3% | -2.7% | +71.1% | +65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling