-3.8%
PTEN vs VCLT
+11.4%
-15.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.5% | -1.4% | +4.8% | +3.8% |
| 30D | +17.5% | -1.2% | +18.7% | +17.8% |
| 3M | +12.7% | -4.8% | +17.5% | +14.2% |
| 6M | +33.1% | -2.6% | +35.7% | +33.1% |
| YTD | +116.4% | -3.3% | +119.8% | +117.0% |
| 1Y | +141.2% | -4.8% | +146.0% | +144.0% |
| 3Y | -3.8% | +11.5% | -15.3% | -7.8% |
| All | -3.8% | +11.4% | -15.1% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling