+427.5%
PCN vs VT
+374.2%
+53.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.4% | +0.4% | -0.9% | -0.7% |
| 30D | +0.8% | +1.0% | -0.2% | +0.1% |
| 3M | +2.1% | +2.4% | -0.2% | +0.3% |
| 6M | -0.7% | +12.0% | -12.8% | -8.4% |
| YTD | -1.0% | +15.3% | -16.3% | -10.5% |
| 1Y | -0.1% | +22.6% | -22.7% | -13.6% |
| 3Y | +17.1% | +74.7% | -57.6% | -21.5% |
| 5Y | +8.7% | +66.1% | -57.4% | -25.6% |
| 10Y | +91.8% | +225.0% | -133.2% | -17.8% |
| All | +427.5% | +374.2% | +53.3% | +36.0% |
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