+376.3%
PSX vs VCLT
+17.0%
+359.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +1.5% | -1.3% | +2.8% | +1.8% |
| 30D | +15.8% | -1.1% | +17.0% | +16.1% |
| 3M | +43.0% | -3.7% | +46.7% | +44.3% |
| 6M | +61.1% | -4.0% | +65.1% | +62.5% |
| YTD | +104.5% | -3.4% | +107.9% | +105.9% |
| 1Y | +102.5% | -4.1% | +106.7% | +104.3% |
| 3Y | +133.5% | +11.0% | +122.5% | +125.3% |
| 5Y | +367.0% | -17.0% | +384.0% | +394.3% |
| All | +376.3% | +17.0% | +359.3% | +397.6% |
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