-77.6%
PCSA vs VT
+15.2%
-92.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.8% |
| 7D | +4.6% | -0.3% | +4.9% | +4.9% |
| 30D | +29.9% | -1.4% | +31.3% | +31.8% |
| 3M | -8.7% | -1.4% | -7.3% | -7.4% |
| 6M | -27.8% | +5.5% | -33.3% | -27.6% |
| YTD | -32.8% | +12.8% | -45.6% | -23.4% |
| 1Y | -77.6% | +15.4% | -93.1% | -71.6% |
| All | -77.6% | +15.2% | -92.8% | -71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling