+184.4%
PCF vs VT
+356.1%
-171.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.0% | -1.6% | +3.6% | +2.8% |
| 30D | +0.2% | -2.5% | +2.7% | +1.4% |
| 3M | -1.0% | -1.3% | +0.4% | -0.4% |
| 6M | -5.8% | +3.1% | -8.9% | -7.4% |
| YTD | -7.8% | +10.9% | -18.7% | -12.7% |
| 1Y | -7.5% | +12.1% | -19.5% | -12.9% |
| 3Y | +18.0% | +73.9% | -55.9% | -11.8% |
| 5Y | +5.5% | +58.0% | -52.4% | -18.0% |
| 10Y | +65.9% | +225.5% | -159.6% | -12.9% |
| All | +184.4% | +356.1% | -171.7% | +20.6% |
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