+368.5%
PSX vs VCLT
-15.5%
+384.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +21.6% | +0.1% | +21.5% | +21.6% |
| 3M | +46.5% | -2.9% | +49.3% | +46.7% |
| 6M | +62.0% | -4.0% | +66.0% | +62.5% |
| YTD | +106.3% | -2.2% | +108.6% | +106.5% |
| 1Y | +103.0% | -2.6% | +105.6% | +103.1% |
| 3Y | +135.5% | +12.3% | +123.3% | +133.3% |
| 5Y | +368.5% | -16.4% | +384.9% | +307.5% |
| All | +368.5% | -15.5% | +384.1% | +307.5% |
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