-37.4%
PCT vs VT
+138.2%
-175.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.7% | +0.4% | -2.1% | -2.5% |
| 30D | -7.0% | +1.0% | -8.0% | -8.6% |
| 3M | -54.2% | +2.4% | -56.6% | -55.8% |
| 6M | +3.1% | +12.0% | -8.9% | -16.5% |
| YTD | -25.6% | +15.3% | -40.9% | -42.6% |
| 1Y | -51.4% | +22.6% | -74.0% | -66.1% |
| 3Y | -30.0% | +74.7% | -104.7% | -71.9% |
| 5Y | -56.0% | +66.1% | -122.1% | -80.1% |
| All | -37.4% | +138.2% | -175.6% | -74.1% |
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 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