+88.7%
PR vs VCLT
+16.4%
+72.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | -4.6% | +2.8% | -7.4% | -4.7% |
| 3M | +4.7% | -0.4% | +5.1% | +4.7% |
| 6M | +12.4% | -3.1% | +15.6% | +12.8% |
| YTD | +62.9% | -2.7% | +65.5% | +62.9% |
| 1Y | +70.6% | -3.7% | +74.2% | +71.3% |
| All | +88.7% | +16.4% | +72.3% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling