+93.5%
PTEN vs VCLT
-17.3%
+110.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | +2.8% | -1.3% | +4.1% | +3.0% |
| 30D | +17.6% | -1.1% | +18.7% | +17.7% |
| 3M | +8.2% | -3.7% | +11.9% | +8.8% |
| 6M | +38.1% | -4.0% | +42.1% | +38.9% |
| YTD | +117.3% | -3.4% | +120.7% | +117.9% |
| 1Y | +146.1% | -4.1% | +150.2% | +147.3% |
| 3Y | -3.0% | +11.0% | -14.0% | -6.2% |
| 5Y | +93.5% | -17.0% | +110.5% | +77.8% |
| All | +93.5% | -17.3% | +110.7% | +77.8% |
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 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