+1,112.1%
PSX vs VCLT
+57.2%
+1,054.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.5% | -0.5% | +5.1% | +4.6% |
| 30D | +26.6% | -0.9% | +27.5% | +26.7% |
| 3M | +39.3% | -3.2% | +42.5% | +39.9% |
| 6M | +56.8% | -3.8% | +60.6% | +57.6% |
| YTD | +101.8% | -2.0% | +103.8% | +102.2% |
| 1Y | +99.6% | -0.8% | +100.4% | +99.5% |
| 3Y | +140.3% | +12.3% | +128.1% | +135.0% |
| 5Y | +339.3% | -15.4% | +354.7% | +348.1% |
| 10Y | +369.9% | +15.7% | +354.1% | +388.8% |
| All | +1,112.1% | +57.2% | +1,054.9% | +1,077.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling