+256.8%
PCM vs VT
+356.1%
-99.3%
-55.2%
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 | +1.4% | -1.6% | +3.0% | +2.2% |
| 30D | -0.1% | -2.5% | +2.4% | +1.1% |
| 3M | -8.6% | -1.3% | -7.3% | -8.0% |
| 6M | -8.1% | +3.1% | -11.2% | -9.7% |
| YTD | -9.2% | +10.9% | -20.1% | -14.1% |
| 1Y | -9.7% | +12.1% | -21.7% | -15.1% |
| 3Y | -9.9% | +73.9% | -83.8% | -33.3% |
| 5Y | -23.8% | +58.0% | -81.8% | -41.2% |
| 10Y | +44.9% | +225.5% | -180.5% | -23.7% |
| All | +256.8% | +356.1% | -99.3% | +37.1% |
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