-7.2%
PTC vs VCLT
+12.2%
-19.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -12.8% | +0.3% | -13.1% | -12.9% |
| 30D | -9.8% | -0.6% | -9.2% | -9.6% |
| 3M | -2.1% | -2.2% | +0.2% | -1.2% |
| 6M | -18.1% | -2.9% | -15.2% | -17.2% |
| YTD | -23.5% | -2.1% | -21.4% | -23.0% |
| 1Y | -37.4% | -2.6% | -34.8% | -36.8% |
| 3Y | -7.2% | +12.5% | -19.7% | -11.8% |
| All | -7.2% | +12.2% | -19.5% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling