-93.0%
PCLA vs VT
+34.6%
-127.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.8% |
| 7D | -1.6% | +2.4% | -4.0% | -5.1% |
| 30D | +1.0% | -1.5% | +2.5% | +4.6% |
| 3M | -5.4% | -4.1% | -1.2% | +2.0% |
| 6M | +279.8% | +0.6% | +279.2% | +279.6% |
| YTD | -33.8% | +11.0% | -44.8% | -44.9% |
| 1Y | -32.2% | +13.3% | -45.5% | -45.2% |
| All | -93.0% | +34.6% | -127.5% | -91.4% |
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