-23.6%
PCM vs VT
+53.2%
-76.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.7% |
| 7D | 0.0% | -4.2% | +4.2% | +1.6% |
| 30D | +0.9% | -5.8% | +6.7% | +3.1% |
| 3M | -9.7% | -5.2% | -4.4% | -7.9% |
| 6M | -9.3% | +0.1% | -9.4% | -9.5% |
| YTD | -9.0% | +8.2% | -17.3% | -12.0% |
| 1Y | -9.2% | +10.1% | -19.3% | -12.8% |
| 3Y | -9.7% | +69.7% | -79.4% | -29.3% |
| 5Y | -23.6% | +53.4% | -77.0% | -39.3% |
| All | -23.6% | +53.2% | -76.8% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling