+533.3%
PCTY vs VT
+256.3%
+277.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.6% | +0.4% | -4.0% | -4.2% |
| 30D | +3.0% | +1.0% | +2.0% | +1.7% |
| 3M | +35.1% | +2.4% | +32.8% | +29.5% |
| 6M | +33.0% | +12.0% | +21.0% | +11.8% |
| YTD | -0.2% | +15.3% | -15.5% | -19.8% |
| 1Y | -13.3% | +22.6% | -35.9% | -36.1% |
| 3Y | -25.3% | +74.7% | -100.0% | -66.7% |
| 5Y | -44.1% | +66.1% | -110.2% | -72.2% |
| 10Y | +234.5% | +225.0% | +9.5% | -27.6% |
| All | +533.3% | +256.3% | +277.0% | +15.9% |
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