+204.5%
PCF vs VT
+374.2%
-169.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +5.6% | +1.0% | +4.7% | +5.1% |
| 3M | +1.4% | +2.4% | -1.0% | +0.1% |
| 6M | -2.3% | +12.0% | -14.3% | -7.9% |
| YTD | -1.2% | +15.3% | -16.6% | -8.3% |
| 1Y | -2.5% | +22.6% | -25.1% | -12.3% |
| 3Y | +18.0% | +74.7% | -56.6% | -12.0% |
| 5Y | -1.0% | +66.1% | -67.1% | -25.0% |
| 10Y | +73.2% | +225.0% | -151.8% | -8.9% |
| All | +204.5% | +374.2% | -169.7% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling