-16.9%
PTEN vs VCLT
+17.1%
-33.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.5% | -1.4% | +4.8% | +3.9% |
| 30D | +17.5% | -1.2% | +18.7% | +17.9% |
| 3M | +12.7% | -4.8% | +17.5% | +14.5% |
| 6M | +33.1% | -2.6% | +35.7% | +33.6% |
| YTD | +116.4% | -3.3% | +119.8% | +117.8% |
| 1Y | +141.2% | -4.8% | +146.0% | +144.2% |
| 3Y | -3.8% | +11.5% | -15.3% | -8.8% |
| 5Y | +92.7% | -17.0% | +109.7% | +105.2% |
| All | -16.9% | +17.1% | -33.9% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling