+273.1%
PCM vs VT
+374.2%
-101.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.1% | +0.4% | -1.6% | -1.3% |
| 30D | -5.8% | +1.0% | -6.7% | -6.2% |
| 3M | -3.1% | +2.4% | -5.5% | -4.4% |
| 6M | -5.5% | +12.0% | -17.5% | -10.9% |
| YTD | -5.1% | +15.3% | -20.4% | -11.9% |
| 1Y | -5.1% | +22.6% | -27.6% | -14.7% |
| 3Y | -16.4% | +74.7% | -91.1% | -38.1% |
| 5Y | -19.1% | +66.1% | -85.3% | -39.2% |
| 10Y | +48.7% | +225.0% | -176.3% | -21.7% |
| All | +273.1% | +374.2% | -101.1% | +40.6% |
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