-81.6%
PCT vs VT
+123.6%
-205.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.6% | -4.1% | -28.5% | -24.7% |
| 7D | -43.5% | -4.2% | -39.4% | -37.1% |
| 30D | -53.1% | -5.8% | -47.3% | -45.9% |
| 3M | -72.6% | -5.2% | -67.4% | -68.7% |
| 6M | -75.4% | +0.1% | -75.6% | -74.5% |
| YTD | -78.1% | +8.2% | -86.3% | -80.3% |
| 1Y | -81.8% | +10.1% | -91.9% | -84.0% |
| 3Y | -62.3% | +69.7% | -132.0% | -83.3% |
| 5Y | -85.3% | +53.4% | -138.7% | -92.1% |
| All | -81.6% | +123.6% | -205.1% | -91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling