+53.8%
PCQ vs VT
+356.1%
-302.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +0.7% | -1.6% | +2.3% | +1.1% |
| 30D | +6.2% | -2.5% | +8.7% | +6.8% |
| 3M | -3.5% | -1.3% | -2.2% | -3.2% |
| 6M | -4.2% | +3.1% | -7.3% | -5.0% |
| YTD | -2.1% | +10.9% | -13.0% | -4.5% |
| 1Y | -3.1% | +12.1% | -15.1% | -5.7% |
| 3Y | +8.0% | +73.9% | -65.9% | -5.5% |
| 5Y | -45.5% | +58.0% | -103.5% | -51.6% |
| 10Y | -16.1% | +225.5% | -241.6% | -37.1% |
| All | +53.8% | +356.1% | -302.3% | -2.9% |
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