+1,144.8%
PTC vs VCLT
+100.6%
+1,044.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +1.1% | +2.3% | -1.2% | +0.6% |
| 3M | +30.1% | -1.1% | +31.2% | +30.4% |
| 6M | +34.0% | -4.2% | +38.2% | +35.2% |
| YTD | +12.8% | -3.4% | +16.2% | +13.6% |
| 1Y | +10.7% | -3.8% | +14.5% | +11.6% |
| 3Y | +29.6% | +14.7% | +14.9% | +26.0% |
| 5Y | +63.5% | -16.7% | +80.2% | +63.1% |
| 10Y | +316.7% | +20.5% | +296.2% | +363.1% |
| All | +1,144.8% | +100.6% | +1,044.2% | +2,008.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling