+58.7%
PCQ vs VT
+374.2%
-315.5%
-54.9%
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 | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -1.9% | +1.0% | -2.9% | -2.1% |
| 3M | -3.2% | +2.4% | -5.6% | -3.8% |
| 6M | -3.1% | +12.0% | -15.1% | -5.7% |
| YTD | +1.1% | +15.3% | -14.3% | -2.3% |
| 1Y | +8.2% | +22.6% | -14.4% | +3.1% |
| 3Y | +5.4% | +74.7% | -69.2% | -7.8% |
| 5Y | -42.6% | +66.1% | -108.7% | -49.5% |
| 10Y | -19.1% | +225.0% | -244.1% | -39.4% |
| All | +58.7% | +374.2% | -315.5% | -0.7% |
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