-33.9%
PTC vs VCLT
-0.4%
-33.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -10.3% | -0.5% | -9.8% | -10.2% |
| 30D | +1.1% | -0.9% | +2.0% | +1.0% |
| 3M | +1.6% | -3.2% | +4.9% | +1.5% |
| 6M | -13.5% | -3.8% | -9.7% | -13.8% |
| YTD | -19.1% | -2.0% | -17.0% | -19.6% |
| 1Y | -33.9% | -0.8% | -33.1% | -34.5% |
| All | -33.9% | -0.4% | -33.5% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling