+415.3%
PR vs VCLT
-15.0%
+430.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +18.0% | -0.9% | +18.9% | +18.2% |
| 3M | +16.9% | -3.2% | +20.1% | +17.5% |
| 6M | +28.2% | -3.8% | +32.0% | +29.0% |
| YTD | +69.3% | -2.0% | +71.3% | +69.6% |
| 1Y | +69.5% | -0.8% | +70.3% | +69.1% |
| 3Y | +81.7% | +12.3% | +69.4% | +75.4% |
| All | +415.3% | -15.0% | +430.2% | +366.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling