+6.5%
PTC vs VCLT
-17.2%
+23.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -7.3% | -1.4% | -5.9% | -6.6% |
| 30D | -11.6% | -1.2% | -10.5% | -11.1% |
| 3M | +10.5% | -4.8% | +15.2% | +13.3% |
| 6M | -17.8% | -2.6% | -15.2% | -16.9% |
| YTD | -24.9% | -3.3% | -21.6% | -23.7% |
| 1Y | -36.8% | -4.8% | -32.0% | -35.3% |
| 3Y | -8.7% | +11.5% | -20.2% | -14.9% |
| All | +6.5% | -17.2% | +23.7% | +11.4% |
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