+268.2%
PR vs VCLT
-17.0%
+285.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | +6.7% | -1.9% | +8.6% | +6.9% |
| 30D | -6.1% | +1.4% | -7.6% | -6.4% |
| 3M | +6.9% | -1.8% | +8.6% | +7.0% |
| 6M | +14.6% | -3.9% | +18.5% | +15.1% |
| YTD | +66.1% | -3.9% | +70.1% | +66.7% |
| 1Y | +77.0% | -4.7% | +81.7% | +78.0% |
| 3Y | +93.8% | +14.1% | +79.8% | +86.0% |
| 5Y | +268.2% | -16.6% | +284.9% | +183.4% |
| All | +268.2% | -17.0% | +285.2% | +183.4% |
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