+90.6%
PCN vs VT
+214.8%
-124.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +0.9% |
| 7D | -0.1% | -4.2% | +4.1% | +2.8% |
| 30D | +2.2% | -5.8% | +8.0% | +6.4% |
| 3M | -4.3% | -5.2% | +0.9% | -0.8% |
| 6M | -3.8% | +0.1% | -3.9% | -4.3% |
| YTD | -6.0% | +8.2% | -14.2% | -11.7% |
| 1Y | -5.7% | +10.1% | -15.8% | -12.6% |
| 3Y | +21.0% | +69.7% | -48.7% | -19.8% |
| 5Y | -0.9% | +53.4% | -54.3% | -29.6% |
| All | +90.6% | +214.8% | -124.2% | -26.4% |
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