+10.2%
PTC vs VCLT
-4.8%
+14.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | +0.8% | -1.9% | +2.8% | +1.1% |
| 30D | +1.2% | +1.4% | -0.3% | +1.0% |
| 3M | +32.6% | -1.8% | +34.4% | +32.9% |
| 6M | +36.1% | -3.9% | +40.0% | +35.8% |
| YTD | +12.7% | -3.9% | +16.6% | +12.3% |
| 1Y | +10.2% | -4.7% | +14.9% | +10.2% |
| All | +10.2% | -4.8% | +14.9% | +10.2% |
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 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