+198.3%
PTC vs VCLT
+16.9%
+181.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -13.6% | 0.0% | -13.6% | -13.6% |
| 30D | -14.7% | +0.1% | -14.8% | -14.7% |
| 3M | -5.9% | -2.9% | -3.0% | -4.5% |
| 6M | -21.1% | -4.0% | -17.2% | -19.5% |
| YTD | -26.0% | -2.2% | -23.8% | -25.2% |
| 1Y | -36.8% | -2.6% | -34.2% | -36.1% |
| 3Y | -10.3% | +12.3% | -22.6% | -16.7% |
| 5Y | +1.2% | -16.4% | +17.6% | +10.6% |
| 10Y | +198.3% | +18.1% | +180.2% | +197.2% |
| All | +198.3% | +16.9% | +181.3% | +197.2% |
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