-78.4%
PCSA vs VT
+10.7%
-89.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -1.0% |
| 7D | -2.6% | -4.2% | +1.5% | +1.4% |
| 30D | +21.1% | -5.8% | +26.9% | +28.3% |
| 3M | -16.0% | -5.2% | -10.7% | -11.4% |
| 6M | -30.8% | +0.1% | -31.0% | -28.1% |
| YTD | -36.1% | +8.2% | -44.3% | -24.2% |
| 1Y | -78.4% | +10.1% | -88.5% | -71.0% |
| All | -78.4% | +10.7% | -89.0% | -71.0% |
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 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