+221.7%
PR vs VCLT
-17.3%
+239.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | +8.0% | -1.5% | +9.4% | +8.2% |
| 6M | +4.1% | -3.8% | +7.9% | +4.7% |
| YTD | +58.7% | -3.1% | +61.8% | +59.2% |
| 1Y | +75.8% | -3.8% | +79.6% | +76.7% |
| 3Y | +73.2% | +16.7% | +56.4% | +65.0% |
| All | +221.7% | -17.3% | +239.1% | +153.5% |
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