+60.1%
PTC vs VCLT
-17.3%
+77.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.8% | +1.2% | -0.4% | +0.1% |
| 30D | +0.7% | +3.4% | -2.6% | -1.1% |
| 3M | +32.6% | -0.9% | +33.5% | +33.2% |
| 6M | +33.6% | -3.1% | +36.7% | +35.6% |
| YTD | +12.4% | -2.4% | +14.8% | +13.6% |
| 1Y | +11.2% | -2.7% | +13.9% | +12.6% |
| 3Y | +31.7% | +16.9% | +14.8% | +19.0% |
| 5Y | +60.1% | -17.0% | +77.1% | +76.3% |
| All | +60.1% | -17.3% | +77.3% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling