+1,140.5%
PTC vs VCLT
+102.7%
+1,037.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +0.7% | +3.4% | -2.6% | 0.0% |
| 3M | +32.6% | -0.9% | +33.5% | +32.8% |
| 6M | +33.6% | -3.1% | +36.7% | +34.4% |
| YTD | +12.4% | -2.4% | +14.8% | +12.9% |
| 1Y | +11.2% | -2.7% | +13.9% | +11.8% |
| 3Y | +31.7% | +16.9% | +14.8% | +27.5% |
| 5Y | +60.1% | -17.0% | +77.1% | +59.4% |
| 10Y | +317.2% | +22.1% | +295.1% | +363.4% |
| All | +1,140.5% | +102.7% | +1,037.8% | +1,996.4% |
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 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