-69.4%
PCT vs VT
+129.1%
-198.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.1% |
| 7D | +4.7% | -1.6% | +6.3% | +7.9% |
| 30D | -28.9% | -2.5% | -26.4% | -25.5% |
| 3M | -55.5% | -1.3% | -54.2% | -54.1% |
| 6M | -60.3% | +3.1% | -63.4% | -62.1% |
| YTD | -63.7% | +10.9% | -74.6% | -69.7% |
| 1Y | -71.4% | +12.1% | -83.4% | -76.3% |
| 3Y | -37.5% | +73.9% | -111.4% | -74.3% |
| 5Y | -76.5% | +58.0% | -134.5% | -88.4% |
| All | -69.4% | +129.1% | -198.6% | -86.3% |
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