+62.7%
PCF vs VT
+214.8%
-152.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.1% |
| 7D | -1.4% | -4.2% | +2.8% | +0.7% |
| 30D | -0.4% | -5.8% | +5.4% | +2.5% |
| 3M | -3.1% | -5.2% | +2.2% | -0.5% |
| 6M | -6.5% | +0.1% | -6.6% | -6.8% |
| YTD | -9.4% | +8.2% | -17.6% | -13.2% |
| 1Y | -8.8% | +10.1% | -19.0% | -13.5% |
| 3Y | +15.9% | +69.7% | -53.7% | -12.6% |
| 5Y | +2.5% | +53.4% | -50.9% | -19.2% |
| All | +62.7% | +214.8% | -152.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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