+96.9%
PCN vs VT
+223.7%
-126.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.3% |
| 7D | +3.7% | +0.4% | +3.3% | +3.4% |
| 30D | +4.3% | -2.6% | +6.9% | +6.1% |
| 3M | -2.3% | -3.2% | +1.0% | -0.1% |
| 6M | -1.3% | +0.9% | -2.3% | -2.4% |
| YTD | -3.1% | +11.3% | -14.5% | -10.8% |
| 1Y | -2.0% | +14.0% | -16.0% | -11.4% |
| 3Y | +25.7% | +75.8% | -50.2% | -18.8% |
| 5Y | +1.2% | +57.8% | -56.6% | -29.5% |
| 10Y | +96.9% | +219.8% | -122.9% | -24.5% |
| All | +96.9% | +223.7% | -126.8% | -24.5% |
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