+358.2%
PSX vs VCLT
+22.0%
+336.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | +6.4% | -1.9% | +8.3% | +6.9% |
| 30D | -10.2% | +1.4% | -11.6% | -10.6% |
| 3M | +17.2% | -1.8% | +18.9% | +17.6% |
| 6M | +51.8% | -3.9% | +55.7% | +53.1% |
| YTD | +108.0% | -3.9% | +111.9% | +109.6% |
| 1Y | +96.1% | -4.7% | +100.8% | +98.1% |
| 3Y | +155.9% | +14.1% | +141.8% | +144.7% |
| 5Y | +306.9% | -16.6% | +323.5% | +330.6% |
| All | +358.2% | +22.0% | +336.1% | +381.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling