+12.9%
PTEN vs VCLT
+103.3%
-90.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +29.3% | -0.6% | +29.9% | +29.3% |
| 3M | +7.2% | -2.2% | +9.5% | +7.3% |
| 6M | +43.5% | -2.9% | +46.4% | +43.7% |
| YTD | +113.2% | -2.1% | +115.3% | +113.3% |
| 1Y | +135.1% | -2.6% | +137.7% | +135.2% |
| 3Y | -4.8% | +12.5% | -17.3% | -5.6% |
| 5Y | +94.6% | -15.3% | +109.9% | +90.1% |
| 10Y | -24.2% | +16.6% | -40.8% | -18.9% |
| All | +12.9% | +103.3% | -90.4% | +77.0% |
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